The following pages link to (Q4272821):
Displayed 50 items.
- Testing for constant variance in a linear model (Q90697) (← links)
- A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test (Q90730) (← links)
- Unified approach to testing functional hypotheses in semiparametric contexts (Q262835) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- A loss function approach to model specification testing and its relative efficiency (Q366964) (← links)
- A nonparametric \(R^2\) test for the presence of relevant variables (Q394568) (← links)
- Structural test in regression on functional variables (Q631609) (← links)
- Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900) (← links)
- Computational aspects of nonparametric smoothing with illustrations from the \texttt{sm} library (Q951888) (← links)
- Analysis of variance, coefficient of determination and \(F\)-test for local polynomial regression (Q955131) (← links)
- Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models (Q959272) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Testing polynomial covariate effects in linear and generalized linear mixed models (Q975571) (← links)
- Nonparametric \(F\)-tests for nested global and local polynomial models (Q998991) (← links)
- A bootstrap approach to test the conditional symmetry in time series models (Q1019981) (← links)
- An empirical study of a test for polynomial relationships in randomly right censored regression models (Q1020769) (← links)
- A simple consistent bootstrap test for a parametric regression function (Q1305653) (← links)
- Nonparametric comparison of several regression functions: Exact and asymptotic theory (Q1307102) (← links)
- Testing of linearity in a semiparametric regression model (Q1341190) (← links)
- A power comparison between nonparametric regression tests. (Q1427716) (← links)
- A consistent test for the functional form of a regression based on a difference of variance estimators (Q1568309) (← links)
- A consistent test for heteroscedasticity in nonparametric regression based on the kernel method (Q1600728) (← links)
- On likelihood ratio testing for penalized splines (Q1621252) (← links)
- Checking the adequacy for a distortion errors-in-variables parametric regression model (Q1623769) (← links)
- Sieve empirical likelihood ratio tests for nonparametric functions (Q1766120) (← links)
- Generalized likelihood ratio statistics and Wilks phenomenon (Q1848858) (← links)
- Nonparametric analysis of covariance. (Q1848910) (← links)
- Likelihood ratio tests for goodness-of-fit of a nonlinear regression model (Q1882933) (← links)
- Assessing the equivalence of nonparametric regression tests based on spline and local polynomial smoothers (Q1888853) (← links)
- NN goodness-of-fit tests for linear models (Q1918461) (← links)
- On a nonparametric test for linear relationships (Q1970822) (← links)
- High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints (Q2119233) (← links)
- Specification test for Markov models with measurement errors (Q2252889) (← links)
- Model-free tests for series correlation in multivariate linear regression (Q2301085) (← links)
- Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
- Nonparametric checks for single-index models (Q2569234) (← links)
- Identification of non-varying coefficients in varying-coefficient models (Q2577654) (← links)
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
- On the Use of the Variogram in Checking for Independence in Spatial Data (Q3078712) (← links)
- Testing for Cubic Smoothing Splines under Dependent Data (Q3100788) (← links)
- (Q4212970) (← links)
- A cubic smoothing spline based lack of fit test for nonlinear regression models (Q4337058) (← links)
- Adaptive tests of regression functions via multiscale generalized likelihood ratios (Q4454065) (← links)
- A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS (Q5012630) (← links)
- Detection of marginal heteroscedasticity for partial linear single-index models (Q5082565) (← links)
- Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data (Q5130356) (← links)
- Testing for Trends in High-Dimensional Time Series (Q5231513) (← links)
- Testing linearity of regression models with dependent errors by kernel based methods (Q5936980) (← links)
- Optimal designs for testing the functional form of a regression via nonparametric estimation techniques (Q5937068) (← links)
- Model check by kernel methods under weak moment conditions. (Q5941112) (← links)