Bootstrap Approximations in Model Checks for Regression
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(only showing first 100 items - show all)- Model checking for partially linear models with missing responses at random
- Testing the martingale difference hypothesis using integrated regression functions
- Argmax-stable marked empirical processes
- Goodness-of-fit tests in parametric regression based on the estimation of the error distribution
- An empirical study of a test for polynomial relationships in randomly right censored regression models
- Testing the link when the index is semiparametric -- a comparative study
- Testing independence in nonparametric regression
- Testing conditional independence via Rosenblatt transforms
- Permutation tests for multivariate location problems
- Minimum distance regression model checking
- Specification tests for the propensity score
- A consistent test for the functional form of a regression based on a difference of variance estimators
- Consistent bootstrap tests of parametric regression functions
- A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
- Heteroscedasticity checks for regression models
- A note on variable selection in nonparametric regression with dependent data
- Testing constancy in monotone response models
- Checking the adequacy for a distortion errors-in-variables parametric regression model
- Consistent model check of errors-in-variables varying-coefficient model with auxiliary variable
- Consistent test for parametric models with right-censored data using projections
- A test for a parametric form of the volatility in second-order diffusion models
- Testing the adequacy of semiparametric transformation models
- The scale enhanced wild bootstrap method for evaluating climate models using wavelets
- Double robustness without weighting
- Statistical inference on partial linear additive models with distortion measurement errors
- Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes
- Asymptotic theory in model diagnostic for general multivariate spatial regression
- A robust adaptive-to-model enhancement test for parametric single-index models
- Pairwise distance-based tests for conditional symmetry
- Model checks for regression: an innovation process approach
- Significance testing in nonparametric regression based on the bootstrap.
- External bootstrap tests for parameter stability.
- Some higher-order theory for a consistent non-parametric model specification test
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- Martingale transforms goodness-of-fit tests in regression models.
- Goodness-of-fit test for interest rate models: an approach based on empirical processes
- Pearson-type goodness-of-fit test with bootstrap maximum likelihood estimation
- A goodness-of-fit test for Poisson count processes
- Empirical likelihood based testing for regression
- Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap
- Nonlinear measurement errors models subject to partial linear additive distortion
- Goodness-of-fit tests for the spatial spectral density
- Data-driven model checking for errors-in-variables varying-coefficient models with replicate measurements
- On bootstrap consistency of MAVE for single index models
- Testing constancy in varying coefficient models
- Projection-based consistent test for linear regression model with missing response and covariates
- Testing subspace restrictions in the presence of high dimensional nuisance parameters
- Bootstrap based goodness-of-fit tests for binary multivariate regression models
- Model diagnostics of parametric Tobit model based on cumulative residuals
- Multidimensional specification test based on non-stationary time series
- Goodness-of-fit tests in conditional duration models
- Models as approximations. II. A model-free theory of parametric regression
- Multiplicative regression models with distortion measurement errors
- No effect tests in regression on functional variable and some applications to spectrometric studies
- Checking the adequacy of a general linear model with responses missing at random
- A simple consistent test of conditional symmetry in symmetrically trimmed Tobit models
- Adaptive-to-model checking for regressions with diverging number of predictors
- Testing regression models with selection-biased data
- Model checking for parametric regressions with response missing at random
- An adaptive-to-model test for partially parametric single-index models
- On the single-index model estimate of the conditional density function: consistency and implementation
- Model checking for regressions: an approach bridging between local smoothing and global smoothing methods
- Nonlinear measurement error models subject to additive distortion
- The empirical likelihood goodness-of-fit test for regression models
- Model checks of higher order time series
- Nonparametric checks for single-index models
- Bootstrap hypothesis testing in regression models
- Bootstrap specification tests for linear covariance stationary processes
- Generalized spectral tests for the martingale difference hypothesis
- Testing monotonicity of regression functions -- an empirical process approach
- Residual bootstrap method: an approach to model validation
- Nonparametric tests for conditional symmetry in dynamic models
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
- Joint and marginal specification tests for conditional mean and variance models
- On specification testing of ordered discrete choice models
- Diagnostic Measures for Generalized Linear Models with Missing Covariates
- Goodness-of-fit test for monotone functions
- On the Power of Bootstrapped Specification Tests
- Statistical inference on restricted linear regression models with partial distortion measurement errors
- Corrected local polynomial estimation in varying-coefficient models with measurement errors
- BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS
- scientific article; zbMATH DE number 5697128 (Why is no real title available?)
- A Semiparametric Approach to Canonical Analysis
- An updated review of goodness-of-fit tests for regression models
- Partially linear varying coefficient models with missing at random responses
- A revisit to correlation analysis for distortion measurement error data
- Estimation and inference for varying coefficient partially nonlinear models
- Empirical likelihood based goodness-of-fit testing for generalized linear mixed models
- Testing the Martingale Difference Hypothesis
- Nonparametric model checks in censored regression
- Testing a linear relationship in varying coefficient spatial autoregressive models
- Semi-parametric random censorship models
- On the Asymptotic Efficiency of Directional Models Checks for Regression
- A Review on Dimension-Reduction Based Tests For Regressions
- Bootstrap methods for comparing independent regression slopes
- AnL2point of view in testing monotone regression
- REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS
- ON TESTING THE GOODNESS-OF-FIT OF NONLINEAR HETEROSCEDASTIC REGRESSION MODELS
- Regression discontinuity designs with unknown discontinuity points: testing and estimation
- Omnibus model checks of linear assumptions through distance covariance
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