Pages that link to "Item:Q3408513"

The following pages link to A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS (Q3408513):

Displaying 9 items.

• A nonparametric \(R^2\) test for the presence of relevant variables (Q394568) (← links)
• An omnibus test of goodness-of-fit for conditional distributions with applications to regression models (Q449354) (← links)
• A consistent bootstrap procedure for nonparametric symmetry tests (Q500595) (← links)
• A modified bootstrap for kernel-based specification test with heavy-tailed data (Q2179741) (← links)
• A unified approach to validating univariate and multivariate conditional distribution models in time series (Q2512595) (← links)
• TESTING FOR THE MARKOV PROPERTY IN TIME SERIES (Q3224040) (← links)
• CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION (Q3580636) (← links)
• A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS (Q5012630) (← links)
• A specification test for dynamic conditional distribution models with function-valued parameters (Q5861041) (← links)