Pages that link to "Item:Q962205"

The following pages link to Estimating the error distribution in nonparametric multiple regression with applications to model testing (Q962205):

Displaying 48 items.

• Efficient estimation of the error distribution function in heteroskedastic nonparametric regression with missing data (Q310620) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• Estimation of a distribution from data with small measurement errors (Q372132) (← links)
• Estimating the error distribution function in semiparametric additive regression models (Q645626) (← links)
• \(L_1\)-consistent estimation of the density of residuals in random design regression models (Q654496) (← links)
• Nonparametric estimation of the density of regression errors (Q654555) (← links)
• Goodness-of-fit tests in semi-linear models (Q693329) (← links)
• Strongly consistent density estimation of the regression residual (Q712519) (← links)
• \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models (Q738156) (← links)
• Estimating the error distribution in semiparametric transformation models (Q888235) (← links)
• Partial and average copulas and association measures (Q895010) (← links)
• Asymptotic distribution-free tests for semiparametric regressions with dependent data (Q1650074) (← links)
• Exploring the constant coefficient of a single-index variation (Q1729802) (← links)
• A constructive hypothesis test for the single-index models with two groups (Q1786905) (← links)
• Significance testing in quantile regression (Q1951105) (← links)
• Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors (Q1952211) (← links)
• High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints (Q2119233) (← links)
• Parametric copula adjusted for non- and semiparametric regression (Q2131254) (← links)
• Two-step semiparametric empirical likelihood inference (Q2176605) (← links)
• Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band (Q2249844) (← links)
• Estimation of the error density in a semiparametric transformation model (Q2255164) (← links)
• A scalable nonparametric specification testing for massive data (Q2317283) (← links)
• The empirical process of residuals from an inverse regression (Q2322945) (← links)
• Goodness-of-fit testing the error distribution in multivariate indirect regression (Q2323938) (← links)
• Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models (Q2348448) (← links)
• Estimating the conditional single-index error distribution with a partial linear mean regression (Q2348715) (← links)
• Goodness-of-fit tests in semiparametric transformation models using the integrated regression function (Q2401352) (← links)
• Asymptotic properties of nonparametric estimation and quantile regression in Bayesian structural equation models (Q2418505) (← links)
• Tests for the linear hypothesis in semi-functional partial linear regression models (Q2422114) (← links)
• Goodness-of-fit tests for the error distribution in nonparametric regression (Q2445645) (← links)
• Testing for additivity in partially linear regression with possibly missing responses (Q2451618) (← links)
• Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing (Q2512612) (← links)
• Frontier estimation in nonparametric location-scale models (Q2512614) (← links)
• Goodness-of-fit tests in semiparametric transformation models (Q2629369) (← links)
• Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
• A note on non-parametric testing for Gaussian innovations in AR-ARCH models (Q2852597) (← links)
• Efficiently estimating the error distribution in nonparametric regression with responses missing at random (Q2863042) (← links)
• Empirical Likelihood Intervals for Conditional Value-at-Risk in Heteroscedastic Regression Models (Q2911698) (← links)
• Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (Q2954305) (← links)
• Estimation of a Copula when a Covariate Affects only Marginal Distributions (Q3460667) (← links)
• Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals (Q3552975) (← links)
• Estimating the Error Distribution in a Single-Index Model (Q4609019) (← links)
• Rate of convergence of the density estimation of regression residual (Q4918191) (← links)
• Testing for additivity in nonparametric heteroscedastic regression models (Q4987552) (← links)
• Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models (Q5086320) (← links)
• Testing for additivity in non‐parametric regression (Q5507368) (← links)
• A joint test for parametric specification and independence in nonlinear regression models (Q5860965) (← links)
• Functional Response Quantile Regression Model (Q6069492) (← links)