Pages that link to "Item:Q5414030"
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The following pages link to Bandwidth Selection in Nonparametric Kernel Testing (Q5414030):
Displayed 50 items.
- Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
- Divergence rates of Markov order estimators and their application to statistical estimation of stationary ergodic processes (Q358133) (← links)
- 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)
- Global adaptive smoothing regression (Q485932) (← links)
- Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
- A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data (Q515139) (← links)
- Functional coefficient regression models with time trend (Q528015) (← links)
- Testing functional inequalities (Q528113) (← links)
- Powerful tests for structural changes in volatility (Q528175) (← links)
- Structural test in regression on functional variables (Q631609) (← links)
- Inference of time-varying regression models (Q693729) (← links)
- Consistent test of error-in-variables partially linear model with auxiliary variables (Q746872) (← links)
- A misspecification test for multiplicative error models of non-negative time series processes (Q888328) (← links)
- Specification testing in nonlinear and nonstationary time series autoregression (Q1043717) (← links)
- Nonparametric variable selection and classification: the CATCH algorithm (Q1623399) (← links)
- Goodness-of-fit tests in linear EV regression with replications (Q1639573) (← links)
- Nonparametric testing for smooth structural changes in panel data models (Q1652957) (← links)
- Goodness-of-fit testing of error distribution in linear measurement error models (Q1800808) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- Omnibus test for covariate effects in conditional copula models (Q2237822) (← links)
- Studying the bandwidth in \(k\)-sample smooth tests (Q2255860) (← links)
- No effect tests in regression on functional variable and some applications to spectrometric studies (Q2259098) (← links)
- A scalable nonparametric specification testing for massive data (Q2317283) (← links)
- Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
- Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
- A new test of independence for bivariate observations (Q2401357) (← links)
- Long-range dependent time series specification (Q2435219) (← links)
- Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference (Q2512630) (← links)
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
- Nonparametric tests for conditional independence using conditional distributions (Q2934399) (← links)
- A note on testing the regression functions via nonparametric smoothing (Q3019146) (← links)
- SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE (Q3168871) (← links)
- NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY (Q3652630) (← links)
- CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH (Q4569585) (← links)
- False discovery rates for large-scale model checking under certain dependence (Q4638683) (← links)
- Inference of the derivative of nonparametric curve based on confidence distribution (Q5077206) (← links)
- HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES (Q5199496) (← links)
- SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION (Q5199498) (← links)
- Testing for Trends in High-Dimensional Time Series (Q5231513) (← links)
- Semiparametric methods in nonlinear time series analysis: a selective review (Q5419459) (← links)
- TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION (Q5859565) (← links)
- A joint test for parametric specification and independence in nonlinear regression models (Q5860965) (← links)
- An adaptive lack of fit test for big data (Q5880165) (← links)
- Comments on: ``An updated review of goodness-of-fit tests for regression models'' (Q5965556) (← links)
- Comments on: ``An updated review of goodness-of-fit tests for regression models'' (Q5965557) (← links)
- Optimal minimax rates of specification testing with data-driven bandwidth (Q6049837) (← links)
- Unified Tests for Nonparametric Functions in RKHS With Kernel Selection and Regularization (Q6086171) (← links)
- Nonparametric goodness-of-fit testing for a continuous multivariate parametric model (Q6097557) (← links)
- Testing for Trend Specifications in Panel Data Models (Q6149859) (← links)