Pages that link to "Item:Q1607972"
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The following pages link to Weighted empirical processes in dynamic nonlinear models. (Q1607972):
Displaying 50 items.
- Behavior of R-estimators under measurement errors (Q265293) (← links)
- The quantilogram: with an application to evaluating directional predictability (Q288359) (← links)
- Nonparametric tests for conditional symmetry in dynamic models (Q289176) (← links)
- Distribution-free specification tests of conditional models (Q291101) (← links)
- Rank-based inference for the single-index model (Q419168) (← links)
- Local Walsh-average regression for semiparametric varying-coefficient models (Q451164) (← links)
- Maximum deviation of error density estimators in censored linear regression (Q452874) (← links)
- Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models (Q457054) (← links)
- On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property (Q494167) (← links)
- One-step R-estimation in linear models with stable errors (Q528136) (← links)
- On the weighted multivariate Wilcoxon rank regression estimate (Q534429) (← links)
- Distribution-free test in Tobit mean regression model (Q538148) (← links)
- Asymptotics of kernel error density estimators in nonlinear autoregressive models (Q552027) (← links)
- Global property of error density estimation in nonlinear autoregressive time series models (Q625315) (← links)
- Goodness of fit test for ergodic diffusions by tick time sample scheme (Q625318) (← links)
- A lack-of-fit test in Tobit errors-in-variables regression models (Q645418) (← links)
- Empirical likelihood estimators for the error distribution in nonparametric regression models (Q734542) (← links)
- Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing (Q734559) (← links)
- Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
- The transfer principle: a tool for complete case analysis (Q741815) (← links)
- Asymptotics of an empirical bridge of regression on induced order statistics (Q779157) (← links)
- Bahadur representations for the median absolute deviation and its modifications (Q840790) (← links)
- Testing the tail index in autoregressive models (Q841013) (← links)
- Nonparametric estimation of conditional medians for linear and related processes (Q907056) (← links)
- Residual empirical processes for long and short memory time series (Q955149) (← links)
- Comparison of two types of confidence intervals based on Wilcoxon-type \(R\)-estimators (Q958972) (← links)
- The distribution and quantiles of functionals of weighted empirical distributions when observations have different distributions (Q979199) (← links)
- Goodness-of-fit testing under long memory (Q993816) (← links)
- Semiparametric inference of proportional odds model based on randomly truncated data (Q998993) (← links)
- Estimating the error distribution function in nonparametric regression with multivariate co\-var\-iates (Q1012228) (← links)
- Argmax-stable marked empirical processes (Q1017817) (← links)
- Estimating the innovation distribution in nonparametric autoregression (Q1017896) (← links)
- Optimal detection of Fechner-asymmetry (Q1031761) (← links)
- Goodness-of-fit problem for errors in nonparametric regression: distribution free approach (Q1043735) (← links)
- Estimating linear functionals of the error distribution in nonparametric regression (Q1417795) (← links)
- Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. (Q1423022) (← links)
- Asymptotics of \(M\)-estimators in non-linear regression with long memory designs. (Q1424465) (← links)
- Goodness-of-fit tests in linear EV regression with replications (Q1639573) (← links)
- Distribution free testing for conditional distributions given covariates (Q1687241) (← links)
- Estimation and hypotheses testing in boundary regression models (Q1715536) (← links)
- Efficient estimation of Banach parameters in semiparametric models (Q1781163) (← links)
- Goodness-of-fit testing of error distribution in linear measurement error models (Q1800808) (← links)
- Martingale transforms goodness-of-fit tests in regression models. (Q1879928) (← links)
- Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series (Q1930624) (← links)
- Gap bootstrap methods for massive data sets with an application to transportation engineering (Q1940003) (← links)
- Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors (Q1952211) (← links)
- Inference for conditional value-at-risk of a predictive regression (Q1996776) (← links)
- Strict stationarity testing and GLAD estimation of double autoregressive models (Q2000866) (← links)
- Weighted empirical minimum distance estimators in linear errors-in-variables regression models (Q2123261) (← links)
- Test for conditional quantile change in GARCH models (Q2151594) (← links)