Pages that link to "Item:Q3552975"
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The following pages link to Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals (Q3552975):
Displayed 29 items.
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Goodness-of-fit tests in semi-linear models (Q693329) (← links)
- A simple test for comparing regression curves versus one-sided alternatives (Q730821) (← links)
- Smooth simultaneous confidence band for the error distribution function in nonparametric regression (Q829738) (← links)
- Tests for the equality of conditional variance functions in nonparametric regression (Q887246) (← links)
- Estimating the error distribution in semiparametric transformation models (Q888235) (← links)
- Estimating the error distribution in nonparametric multiple regression with applications to model testing (Q962205) (← links)
- Fractals with point impact in functional linear regression (Q988015) (← links)
- Exploring the constant coefficient of a single-index variation (Q1729802) (← links)
- A constructive hypothesis test for the single-index models with two groups (Q1786905) (← links)
- Testing for one-sided alternatives in nonparametric censored regression (Q1936532) (← links)
- Tests for validity of the semiparametric heteroskedastic transformation model (Q2291336) (← links)
- The empirical process of residuals from an inverse regression (Q2322945) (← links)
- Goodness-of-fit tests in semiparametric transformation models using the integrated regression function (Q2401352) (← links)
- Goodness-of-fit tests for the error distribution in nonparametric regression (Q2445645) (← links)
- Frontier estimation in nonparametric location-scale models (Q2512614) (← links)
- Goodness-of-fit tests in semiparametric transformation models (Q2629369) (← links)
- Testing Monotonicity of Regression Functions - An Empirical Process Approach (Q2852621) (← links)
- Goodness-of-Fit Tests for Multiplicative Models with Dependent Data (Q3077771) (← links)
- Specification testing in nonparametric AR‐ARCH models (Q4629272) (← links)
- Estimation of the error distribution in a varying coefficient regression model (Q4643627) (← links)
- Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models (Q5086320) (← links)
- Robust bootstrap forecast densities for GARCH returns and volatilities (Q5106994) (← links)
- Regularization parameter selection in indirect regression by residual based bootstrap (Q5134476) (← links)
- A Non‐parametric <scp>ANOVA</scp>‐type Test for Regression Curves Based on Characteristic Functions (Q5177958) (← links)
- Nonparametric comparison of quantile curves: a stochastic process approach (Q5299876) (← links)
- TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE (Q5859557) (← links)
- A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS (Q6042895) (← links)
- Testing stochastic dominance with many conditioning variables (Q6108264) (← links)