Pages that link to "Item:Q4468551"
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The following pages link to A Lack-of-Fit Test for Quantile Regression (Q4468551):
Displayed 50 items.
- Instrumental variable quantile regression: a robust inference approach (Q290966) (← links)
- Powerful nonparametric checks for quantile regression (Q338398) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Partially linear varying coefficient models with missing at random responses (Q379987) (← links)
- Empirical likelihood based goodness-of-fit testing for generalized linear mixed models (Q403438) (← links)
- Asymptotics of SIMEX-based variance estimation (Q427486) (← links)
- Robust bent line regression (Q514183) (← links)
- Diagnostic checking for conditional heteroscedasticity models (Q625886) (← links)
- A robust test of specification based on order statistics (Q650728) (← links)
- Some properties of a lack-of-fit test for a linear errors in variables model (Q705031) (← links)
- Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
- Goodness-of-fit testing for varying-coefficient models (Q745440) (← links)
- Conditional growth charts. (With discussion and rejoinder) (Q869963) (← links)
- Threshold effect test in censored quantile regression (Q894590) (← links)
- Nonparametric inference of quantile curves for nonstationary time series (Q988002) (← links)
- Quantile regression with varying coefficients (Q997372) (← links)
- Tests for structural break in quantile regressions (Q1633260) (← links)
- Gradient-based structural change detection for nonstationary time series M-estimation (Q1650076) (← links)
- Robust feature screening for ultra-high dimensional right censored data via distance correlation (Q1662094) (← links)
- A lack-of-fit test for quantile regression models with high-dimensional covariates (Q1663288) (← links)
- Expansion for moments of regression quantiles with applications to nonparametric testing (Q1740509) (← links)
- Quantile regression based on counting process approach under semi-competing risks data (Q1744712) (← links)
- Likelihood ratio tests for goodness-of-fit of a nonlinear regression model (Q1882933) (← links)
- Significance testing in quantile regression (Q1951105) (← links)
- Empirical likelihood ratio tests for multivariate regression models (Q1956533) (← links)
- A note on quantile feature screening via distance correlation (Q2010823) (← links)
- Quantile regression under local misspecification (Q2025221) (← links)
- Goodness-of-fit tests for quantile regression with missing responses (Q2065273) (← links)
- A lack-of-fit test for quantile regression process models (Q2107580) (← links)
- Screening and selection for quantile regression using an alternative measure of variable importance (Q2274955) (← links)
- Martingale-difference-divergence-based tests for goodness-of-fit in quantile models (Q2301110) (← links)
- A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model (Q2373692) (← links)
- Goodness-of-fit tests for vector autoregressive models in time series (Q2379236) (← links)
- A score type test for general autoregressive models in time series (Q2468790) (← links)
- A two-step test for the two-sample problem of processes of Ornstein-Uhlenbeck type (Q2661851) (← links)
- Comparing time varying regression quantiles under shift invariance (Q2692546) (← links)
- Generalized Analysis-of-variance-type Test for the Single-index Quantile Model (Q2792280) (← links)
- Estimation for the Power-transformed Varying-coefficient Quantile Regression Model (Q2859304) (← links)
- Estimation of Extreme Conditional Quantiles Through Power Transformation (Q2861818) (← links)
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
- Bent Line Quantile Regression with Application to an Allometric Study of Land Mammals' Speed and Mass (Q3008883) (← links)
- Accelerated Recurrence Time Models (Q3077762) (← links)
- Semiparametric median residual life model and inference (Q3086520) (← links)
- Nonparametric test for checking lack of fit of the quantite regression model under random censoring (Q3526433) (← links)
- Semiparametrically Efficient Inference Based on Signs and Ranks for Median-Restricted Models (Q3541270) (← links)
- Weighted quantile regression with nonelliptically structured covariates (Q3626379) (← links)
- Misspecification Testing in a Class of Conditional Distributional Models (Q4916949) (← links)
- Parameter instability in quantile regression (Q4970897) (← links)
- Quantile Association Regression Models (Q4975345) (← links)