Nonparametric smoothing and lack-of-fit tests
From MaRDI portal
Publication:1367963
zbMath0886.62043MaRDI QIDQ1367963
Publication date: 5 October 1997
Published in: Springer Series in Statistics (Search for Journal in Brave)
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Related Items (only showing first 100 items - show all)
Semiparametric censorship model with covariates ⋮ Minimum distance partial linear regression model checking with Berkson measurement errors ⋮ Martingale transforms goodness-of-fit tests in regression models. ⋮ Checking the adequacy for a distortion errors-in-variables parametric regression model ⋮ Likelihood ratio tests for goodness-of-fit of a nonlinear regression model ⋮ Comparing two mixing densities in nonparametric mixture models ⋮ An adaptive empirical likelihood test for parametric time series regression models ⋮ Conditional empirical likelihood estimation and inference for quantile regression models ⋮ Guest editorial. Specification testing ⋮ Testing a sub-hypothesis in linear regression models with long memory covariates and errors. ⋮ A lack-of-fit test for generalized linear models via single-index techniques ⋮ Heteroscedasticity detection and estimation with quantile difference method ⋮ Adaptive estimation of error density in nonparametric regression with small sample size ⋮ Frequentist nonparametric goodness-of-fit tests via marginal likelihood ratios ⋮ Tests for continuity of regression functions ⋮ Stahel-Donoho kernel estimation for fixed design nonparametric regression models ⋮ An updated review of goodness-of-fit tests for regression models ⋮ Design of experiments for locally weighted regression ⋮ A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression ⋮ A goodness-of-fit test for logistic-normal models using nonparametric smoothing method ⋮ Optimal choice of the smoothing parameter of conditional \(U\)-statistics ⋮ Estimation and inference of semi-varying coefficient models with heteroscedastic errors ⋮ A fuzzy varying coefficient model and its estimation ⋮ Estimation and inference for varying coefficient partially nonlinear models ⋮ Lack-of-fit tests based on weighted ratio of residuals and variances ⋮ A nonparametric \(R^2\) test for the presence of relevant variables ⋮ Estimating the error distribution in semiparametric transformation models ⋮ Adaptive tests of linear hypotheses by model selection ⋮ Goodness-of-fit tests in mixed models ⋮ A diagnostic tool for regression analysis of complex survey data ⋮ Improving the hydrodynamic performance of diffuser vanes via shape optimization ⋮ A test for a parametric form of the volatility in second-order diffusion models ⋮ Nonparametric estimation of distributions with categorical and continuous data ⋮ A nonparametric lack-of-fit test for heteroscedastic regression models ⋮ Simulation-based two-stage estimation for multiple nonparametric regression ⋮ Structural test in regression on functional variables ⋮ Nonparametric estimation of the anisotropic probability density of mixed variables ⋮ Efficient resolution and basis functions selection in wavelet regression ⋮ Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models ⋮ Minimum distance regression model checking ⋮ Lack-of-fit testing of a regression model with response missing at random ⋮ A lack-of-fit test in Tobit errors-in-variables regression models ⋮ A consistent model specification test with mixed discrete and continuous data ⋮ Finding local departures from a parametric model using nonparametric regression ⋮ Generalized additive models and inflated type I error rates of smoother significance tests ⋮ Testing parametric conditional distributions using the nonparametric smoothing method ⋮ Testing conditional moment restrictions ⋮ Nonparametric regression with correlated errors. ⋮ A general projection framework for constrained smoothing. ⋮ Local asymptotics for polynomial spline regression ⋮ Adaptive goodness-of-fit tests based on signed ranks ⋮ A note on the nonparametric least-squares test for checking a polynomial relationship ⋮ Bootstrap confidence intervals in nonparametric regression with built-in bias correction ⋮ Diagnostic checking for multivariate regression models ⋮ Model checking in errors-in-variables regression ⋮ Regional residual plots for assessing the fit of linear regression models ⋮ Testing the equality of linear single-index models ⋮ Distribution-free test in Tobit mean regression model ⋮ Variance estimation for high-dimensional regression models ⋮ Fuzzy clustering of time series in the frequency domain ⋮ Sieve empirical likelihood ratio tests for nonparametric functions ⋮ Some properties of a lack-of-fit test for a linear errors in variables model ⋮ Fixed design regression quantiles for time series ⋮ Breaking the curse of dimensionality in nonparametric testing ⋮ Minimum distance lack-of-fit tests for fixed design ⋮ Data driven smooth test for paired populations ⋮ Frequentist-Bayes lack-of-fit tests based on Laplace approximations ⋮ Optimal sequential kernel detection for dependent processes ⋮ Efficient estimation of a semiparametric partially linear varying coefficient model ⋮ Nonparametric inference of quantile curves for nonstationary time series ⋮ Quantile regression with varying coefficients ⋮ Nonparametric \(F\)-tests for nested global and local polynomial models ⋮ Minimum distance regression model checking with Berkson measurement errors ⋮ Regression function and noise variance tracking methods for data streams with concept drift ⋮ Lack of fit tests for linear regression models with many predictor variables using minimal weighted maximal matchings ⋮ The transfer principle: a tool for complete case analysis ⋮ Maximin clusters for near-replicate regression lack of fit tests ⋮ Bayesian goodness-of-fit testing using infinite-dimensional exponential families ⋮ Selecting local models in multiple regression by maximizing power ⋮ Goodness-of-fit testing for varying-coefficient models ⋮ An \(L_2\) error test with order selection and thresholding ⋮ Multiscale local change point detection with applications to value-at-risk ⋮ Goodness-of-fit tests in parametric regression based on the estimation of the error distribution ⋮ Diagnostics for functional regression via residual processes ⋮ An empirical study of a test for polynomial relationships in randomly right censored regression models ⋮ Testing of a sub-hypothesis in linear regression models with long memory errors and deterministic design ⋮ A bootstrap approach to model checking for linear models under length-biased data ⋮ General lack of fit tests based on families of groupings ⋮ Testing heteroscedasticity in nonparametric regression models based on residual analysis ⋮ Broadband log-periodogram regression of time series with long-range dependence ⋮ An elementary nonparametric differencing test of equality of regression functions ⋮ Lack of fit test for long memory regression models ⋮ Multiscale testing of qualitative hypotheses ⋮ Generalized likelihood ratio statistics and Wilks phenomenon ⋮ Significance testing in nonparametric regression based on the bootstrap. ⋮ Set-indexed conditional empirical and quantile processes based on dependent data ⋮ Model specification tests in nonparametric stochastic regression models ⋮ Some higher-order theory for a consistent non-parametric model specification test ⋮ Parallel distributed kernel estimation ⋮ Unified approach to testing functional hypotheses in semiparametric contexts
This page was built for publication: Nonparametric smoothing and lack-of-fit tests