Pages that link to "Item:Q4345897"
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The following pages link to Nonparametric statistics for testing of linearity and serial independence (Q4345897):
Displayed 16 items.
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- A loss function approach to model specification testing and its relative efficiency (Q366964) (← links)
- A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations (Q537479) (← links)
- Using local linear kernel smoothers to test the lack of fit of nonlinear regression models (Q713661) (← links)
- Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence (Q1299532) (← links)
- Linearity testing using local polynomial approximation (Q1299548) (← links)
- Towards a nonparametric test of linearity for times series (Q1299551) (← links)
- Nonparametric model checks for time series (Q1807172) (← links)
- Some higher-order theory for a consistent non-parametric model specification test (Q1866255) (← links)
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models<sup>∗</sup> (Q2744171) (← links)
- Determination of linear components in additive models (Q3021194) (← links)
- Optimal Detection of Exponential Component in Autoregressive Models (Q3505305) (← links)
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks (Q4561855) (← links)
- Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series (Q4677045) (← links)
- A note on testing symmetry of the error distribution in linear regression models (Q5712071) (← links)
- A generalization of some classical time series tools (Q5941423) (← links)