Pages that link to "Item:Q1879928"
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The following pages link to Martingale transforms goodness-of-fit tests in regression models. (Q1879928):
Displayed 7 items.
- Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
- Weak convergence of non-stationary multivariate marked processes with applications to martingale testing (Q996976) (← links)
- Regression model checking with Berkson measurement errors (Q2480017) (← links)
- Goodness-of-fit testing in regression: a finite sample comparison of bootstrap methodology and Khmaladze transformation (Q2567188) (← links)
- BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS (Q3429888) (← links)
- A bootstrap version of the residual-based smooth empirical distribution function (Q3506265) (← links)
- Omnibus tests for the error distribution in the linear regression model (Q5435310) (← links)