Pages that link to "Item:Q4455915"
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The following pages link to Model Checks for Generalized Linear Models (Q4455915):
Displaying 50 items.
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) (← links)
- Specification tests for the propensity score (Q143736) (← links)
- Minimum distance partial linear regression model checking with Berkson measurement errors (Q274038) (← links)
- Distribution-free specification tests of conditional models (Q291101) (← links)
- On specification testing of ordered discrete choice models (Q291112) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Partially linear varying coefficient models with missing at random responses (Q379987) (← links)
- Goodness-of-fit tests for general linear models with covariates missed at random (Q419330) (← links)
- Diagnostic checking for conditional heteroscedasticity models (Q625886) (← links)
- Some properties of a lack-of-fit test for a linear errors in variables model (Q705031) (← links)
- Improved model checking methods for parametric models with responses missing at random (Q730434) (← links)
- Varying coefficients partially linear models with randomly censored data (Q744002) (← links)
- Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
- Checking nonparametric component for partial linear regression model with missing response (Q900749) (← links)
- Diagnostic checking for multivariate regression models (Q953847) (← links)
- Argmax-stable marked empirical processes (Q1017817) (← links)
- Consistent model check of errors-in-variables varying-coefficient model with auxiliary variable (Q1644424) (← links)
- Consistent test for parametric models with right-censored data using projections (Q1662065) (← links)
- A robust adaptive-to-model enhancement test for parametric single-index models (Q1786902) (← links)
- Martingale transforms goodness-of-fit tests in regression models. (Q1879928) (← links)
- Pearson-type goodness-of-fit test with bootstrap maximum likelihood estimation (Q1951120) (← links)
- Empirical likelihood based testing for regression (Q1951764) (← links)
- Empirical likelihood ratio tests for multivariate regression models (Q1956533) (← links)
- Bootstrap based goodness-of-fit tests for binary multivariate regression models (Q2126039) (← links)
- Model diagnostics of parametric Tobit model based on cumulative residuals (Q2131979) (← links)
- Multidimensional specification test based on non-stationary time series (Q2161017) (← links)
- Estimation and hypothesis test for partial linear single-index multiplicative models (Q2183764) (← links)
- Fitting a \(p\)th order parametric generalized linear autoregressive multiplicative error model (Q2297945) (← links)
- Adaptive-to-model checking for regressions with diverging number of predictors (Q2313276) (← links)
- Model checking for parametric regressions with response missing at random (Q2352448) (← links)
- An adaptive-to-model test for partially parametric single-index models (Q2361467) (← links)
- Goodness-of-fit tests for vector autoregressive models in time series (Q2379236) (← links)
- New goodness-of-fit diagnostics for conditional discrete response models (Q2398981) (← links)
- Goodness-of-fit tests in semiparametric transformation models using the integrated regression function (Q2401352) (← links)
- A minimum projected-distance test for parametric single-index Berkson models (Q2414882) (← links)
- Model checking for regressions: an approach bridging between local smoothing and global smoothing methods (Q2419147) (← links)
- Integrated conditional moment test for partially linear single index models incorporating dimension-reduction (Q2452106) (← links)
- A score type test for general autoregressive models in time series (Q2468790) (← links)
- Asymptotic inference in some heteroscedastic regression models with long memory design and errors (Q2477069) (← links)
- Model checks of higher order time series (Q2497798) (← links)
- Nonparametric checks for single-index models (Q2569234) (← links)
- Conditional variance model checking (Q2655067) (← links)
- Lack-of-fit Tests Based On Partial Sums of Residuals (Q2792281) (← links)
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
- Diagnostic Measures for Generalized Linear Models with Missing Covariates (Q3077766) (← links)
- Single-index modelling of conditional probabilities in two-way contingency tables (Q3106400) (← links)
- Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View (Q3182775) (← links)
- Distribution-free specification tests for dynamic linear models (Q3406056) (← links)
- Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model (Q3408549) (← links)
- A non-iterative approach to estimating parameters in a linear structural equation model (Q3426288) (← links)
