Pages that link to "Item:Q4916949"
From MaRDI portal
The following pages link to Misspecification Testing in a Class of Conditional Distributional Models (Q4916949):
Displayed 19 items.
- A fluctuation test for constant Spearman's rho with nuisance-free limit distribution (Q1623567) (← links)
- Expansion for moments of regression quantiles with applications to nonparametric testing (Q1740509) (← links)
- A closed-form estimator for quantile treatment effects with endogeneity (Q2000825) (← links)
- Quantile regression methods for first-price auctions (Q2074589) (← links)
- Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
- Estimating derivatives of function-valued parameters in a class of moment condition models (Q2190207) (← links)
- Transformation boosting machines (Q2302476) (← links)
- Test for model selection using Cramér-von Mises distance in a fixed design regression setting (Q2316747) (← links)
- Specification analysis of linear quantile models (Q2512617) (← links)
- Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes (Q3304840) (← links)
- Testing conditional independence via integrating-up transform (Q4579981) (← links)
- Most Likely Transformations (Q4637094) (← links)
- Tests for time series of counts based on the probability-generating function (Q5263982) (← links)
- A specification test for dynamic conditional distribution models with function-valued parameters (Q5861041) (← links)
- Reprint: Hypothesis testing on high dimensional quantile regression (Q6150539) (← links)
- Hypothesis testing on high dimensional quantile regression (Q6152590) (← links)
- Bivariate distribution regression with application to insurance data (Q6152694) (← links)
- Extremal Dependence-Based Specification Testing of Time Series (Q6190738) (← links)
- Flexible specification testing in quantile regression models (Q6196807) (← links)