Pages that link to "Item:Q2384663"
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The following pages link to Bootstrap tests for nonparametric comparison of regression curves with dependent errors (Q2384663):
Displaying 10 items.
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Classifying time series data: a nonparametric approach (Q734394) (← links)
- A local factor nonparametric test for trend synchronism in multiple time series (Q739586) (← links)
- On the optimal choice of the number of empirical Fourier coefficients for comparison of regression curves (Q894856) (← links)
- Testing constancy in monotone response models (Q1623385) (← links)
- Identifying shifts between two regression curves (Q2230873) (← links)
- A Bootstrap Test for the Equality of Nonparametric Regression Curves Under Dependence (Q2884905) (← links)
- A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence (Q5080554) (← links)
- Testing for Trends in High-Dimensional Time Series (Q5231513) (← links)
- Comparison of quantile regression curves with censored data (Q6064234) (← links)
