Pages that link to "Item:Q688385"
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The following pages link to Goodness of fit problem and scanning innovation martingales (Q688385):
Displayed 49 items.
- Permutation test for heterogeneous treatment effects with a nuisance parameter (Q95381) (← links)
- On distribution-free goodness-of-fit testing of exponentiality (Q291097) (← links)
- Distribution-free specification tests of conditional models (Q291101) (← links)
- Goodness of fit tests for a class of Markov random field models (Q450023) (← links)
- A new approach to distribution free tests in contingency tables (Q513968) (← links)
- Testing functional inequalities (Q528113) (← links)
- Goodness-of-fit tests for copulas (Q558063) (← links)
- Optimal goodness-of-fit tests for recurrent event data (Q719048) (← links)
- Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing (Q734559) (← links)
- Distribution-free testing in linear and parametric regression (Q825054) (← links)
- Path-dependent estimation of a distribution under generalized censoring (Q893064) (← links)
- Distribution-free lack-of-fit tests in balanced mixed models (Q988111) (← links)
- Testing conditional independence via Rosenblatt transforms (Q1043721) (← links)
- Generalized martingale-residual processes for goodness-of-fit inference in Cox's type regression models (Q1359430) (← links)
- Transformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions (Q1383087) (← links)
- Nonparametric likelihood ratio goodness-of-fit tests for survival data (Q1400149) (← links)
- Concentration and goodness-of-fit in higher dimensions: (Asymptotically) distribution-free methods (Q1568266) (← links)
- Central limit theorems for \(k\)-nearest neighbour distances (Q1613596) (← links)
- Comparison of specification tests for GARCH models (Q1623530) (← links)
- Distribution free testing for conditional distributions given covariates (Q1687241) (← links)
- Smooth goodness-of-fit tests for composite hypothesis in hazard based models (Q1807144) (← links)
- Nonparametric model checks for time series (Q1807172) (← links)
- Martingale transforms goodness-of-fit tests in regression models. (Q1879928) (← links)
- Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests (Q1922134) (← links)
- A simulation-based goodness-of-fit test for survival data (Q1977640) (← links)
- How to test that a given process is an Ornstein-Uhlenbeck process (Q2046298) (← links)
- Goodness-of-fit testing for copulas: a distribution-free approach (Q2203635) (← links)
- Real-time prequential goodness-of-fit testing of life distributions in renewal processes (Q2244475) (← links)
- A goodness-of-fit test for copulas based on martingale transformation (Q2295802) (← links)
- Asymptotically distribution-free goodness-of-fit testing for tail copulas (Q2343967) (← links)
- On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests (Q2433820) (← links)
- Note on distribution free testing for discrete distributions (Q2443208) (← links)
- Regression model checking with Berkson measurement errors (Q2480017) (← links)
- Testing semiparametric conditional moment restrictions using conditional martingale transforms (Q2630150) (← links)
- Conditional variance model checking (Q2655067) (← links)
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
- Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View (Q3182775) (← links)
- A bootstrap version of the residual-based smooth empirical distribution function (Q3506265) (← links)
- Specification tests for the distribution of errors in nonparametric regression: a martingale approach (Q3627956) (← links)
- Weak convergence of the generalized parametric empirical processes and goodness-of-fit tests for parametric models (Q4269969) (← links)
- A NONPARAMETRIC TEST OF CHANGING CONDITIONAL VARIANCES IN AUTOREGRESSIVE TIME SERIES (Q4540606) (← links)
- A nonparametric test of conditional autoregressive heteroscedasticity for threshold autoregressive models (Q4546739) (← links)
- Goodness-of-fit tests for parametric models based on biased samples (Q4801848) (← links)
- (Q5146329) (← links)
- A pivot function and its limiting distribution: applications in goodness of fit and testing hypothesis (Q5205855) (← links)
- Testing conditional symmetry without smoothing (Q5299878) (← links)
- Goodness-of-fit tests and second-order asymptotic relations (Q5928942) (← links)
- Unitary transformations, empirical processes and distribution free testing (Q5963511) (← links)
- Two-Sample Testing for Tail Copulas with an Application to Equity Indices (Q6190777) (← links)