Pages that link to "Item:Q2856551"

The following pages link to Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap (Q2856551):

Displaying 23 items.

• A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
• A class of tests for the two-sample problem for count data (Q507879) (← links)
• Comparison of specification tests for GARCH models (Q1623530) (← links)
• Fast goodness-of-fit tests based on the characteristic function (Q1663267) (← links)
• Automated selection of \(r\) for the \(r\) largest order statistics approach with adjustment for sequential testing (Q1703831) (← links)
• A two-sample test for the error distribution in nonparametric regression based on the characteristic function (Q2010800) (← links)
• On the maximal deviation of kernel regression estimators with NMAR response variables (Q2093143) (← links)
• Series form of the characteristic functions of scale mixtures of multivariate skew-normal distributions (Q2140045) (← links)
• A simple approach to construct confidence bands for a regression function with incomplete data (Q2176328) (← links)
• Asymptotics and practical aspects of testing normality with kernel methods (Q2201553) (← links)
• On the performance of weighted bootstrapped kernel deconvolution density estimators (Q2208395) (← links)
• Fast tests for the two-sample problem based on the empirical characteristic function (Q2229077) (← links)
• Nonparametric series density estimation and testing (Q2324290) (← links)
• Minimum distance estimators for count data based on the probability generating function with applications (Q2412758) (← links)
• A one-sample test for normality with kernel methods (Q2419660) (← links)
• Omnibus goodness of fit test based on quadratic distance (Q3390339) (← links)
• Normality tests for dependent data: large-sample and bootstrap approaches (Q5087935) (← links)
• Empirical characteristic function tests for GARCH innovation distribution using multipliers (Q5106912) (← links)
• A weighted bootstrap approximation for comparing the error distributions in nonparametric regression (Q5107014) (← links)
• Weighted bootstrapped kernel density estimators in two-sample problems (Q5266554) (← links)
• Sequential block bootstrap in a Hilbert space with application to change point analysis (Q5507360) (← links)
• Regional extreme value index estimation and a test of tail homogeneity (Q6139182) (← links)
• (Q6182467) (← links)