Pages that link to "Item:Q632754"
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The following pages link to Tests for independence in non-parametric heteroscedastic regression models (Q632754):
Displaying 13 items.
- Rejoinder on: ``An updated review of goodness-of-fit tests for regression models'' (Q364176) (← links)
- Estimating the error distribution in semiparametric transformation models (Q888235) (← links)
- On the estimation of the characteristic function in finite populations with applications (Q1708363) (← links)
- Applications of distance correlation to time series (Q1708994) (← links)
- Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
- On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence (Q2274935) (← links)
- Tests for validity of the semiparametric heteroskedastic transformation model (Q2291336) (← links)
- Frontier estimation in nonparametric location-scale models (Q2512614) (← links)
- Unobserved heterogeneity and endogeneity in nonparametric frontier estimation (Q2635052) (← links)
- Specification testing in nonparametric AR‐ARCH models (Q4629272) (← links)
- Computationally efficient approximations for independence tests in non-parametric regression (Q5065236) (← links)
- Comments on: ``An updated review of goodness-of-fit tests for regression models'' (Q5965558) (← links)
- Comments on: ``An updated review of goodness-of-fit tests for regression models'' (Q5965559) (← links)
