Pages that link to "Item:Q1922408"

The following pages link to Empirical process of residuals for high-dimensional linear models (Q1922408):

Displaying 31 items.

• Maximum deviation of error density estimators in censored linear regression (Q452874) (← links)
• Critical dimension in profile semiparametric estimation (Q489169) (← links)
• On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property (Q494167) (← links)
• Estimating the error distribution function in semiparametric additive regression models (Q645626) (← links)
• Asymptotic distributions of error density and distribution function estimators in nonparametric regression (Q707046) (← links)
• Hypothesis testing in linear regression when \(k/n\) is large (Q738075) (← links)
• Estimating robot strengths with application to selection of alliance members in FIRST robotics competitions (Q830078) (← links)
• Estimating the innovation distribution in nonparametric autoregression (Q1017896) (← links)
• Estimating linear functionals of the error distribution in nonparametric regression (Q1417795) (← links)
• Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression (Q1417796) (← links)
• Residual bootstrap tests in linear models with many regressors (Q1739866) (← links)
• Weak convergence of the empirical process of residuals in linear models with many parameters (Q1848882) (← links)
• Goodness-of-fit tests for mixed model diagnostics. (Q1848901) (← links)
• Consistency of error density and distribution function estimators in nonparametric regression. (Q1871280) (← links)
• Copula-based tests for cross-sectional independence in panel models (Q1934860) (← links)
• Inference for conditional value-at-risk of a predictive regression (Q1996776) (← links)
• Parametric copula adjusted for non- and semiparametric regression (Q2131254) (← links)
• Ridge regression revisited: debiasing, thresholding and bootstrap (Q2148980) (← links)
• Models as approximations. I. Consequences illustrated with linear regression (Q2194566) (← links)
• Asymptotic properties of hazard rate estimator in censored linear regression (Q2364048) (← links)
• Correcting MM estimates for ``fat'' data sets (Q2445770) (← links)
• Testing goodness of fit for the distribution of errors in multivariate linear models (Q2567122) (← links)
• A bootstrap version of the residual-based smooth empirical distribution function (Q3506265) (← links)
• Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals (Q3552975) (← links)
• Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions (Q3631407) (← links)
• Applied regression analysis bibliography update 1994-97 (Q4216805) (← links)
• Estimating functionals of the error distribution in parametric and nonparametric regression (Q4831091) (← links)
• A law of the iterated logarithm for error density estimator in censored linear regression (Q5078821) (← links)
• Comment (Q5406353) (← links)
• Conditional predictive inference for stable algorithms (Q6042347) (← links)
• Testing stochastic dominance with many conditioning variables (Q6108264) (← links)