Weighted empirical processes in dynamic nonlinear models.

DOI10.1007/978-1-4613-0055-7zbMATH Open1007.62047OpenAlexW4211250240MaRDI QIDQ1607972FDOQ1607972

Publication date: 8 August 2002

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4613-0055-7

Recommendations

Asymptotics of some estimators and sequential residual empiricals in nonlinear time series
Publication:4943491
A quadraticity limit theorem useful in linear models
Asymptotic distribution of robust estimators for nonparametric models from mixing processes
scientific article; zbMATH DE number 3907583
Robust estimation in nonlinear regression via minimum distance method

Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cited In (only showing first 100 items - show all)

Ridge Autoregression R-Estimation: Subspace Restriction
Comparison of two types of confidence intervals based on Wilcoxon-type \(R\)-estimators
Estimation in linear regression with Laplace measurement error using Tweedie-type formula
Semiparametric inference of proportional odds model based on randomly truncated data
Asymptotic properties of rank estimators in a simple spatial linear regression model under spatial sampling designs
Minimum distance estimation in normed linear spaces with Donsker-classes
Empirical distribution function under heteroscedasticity
Gap bootstrap methods for massive data sets with an application to transportation engineering
Ridge autoregression estimation: LS method
Strict stationarity testing and GLAD estimation of double autoregressive models
The distribution and quantiles of functionals of weighted empirical distributions when observations have different distributions
Goodness-of-fit test for a nonlinear time series
Weighted empirical minimum distance estimators in linear errors-in-variables regression models
Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models.
Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks
A minimum distance lack-of-fit test in a Markovian multiplicative error model
Estimating the error distribution in multivariate heteroscedastic time-series models
Title not available (Why is that?)
Tests for symmetry based on the integrated empirical process
A quantile-based test for symmetry of weakly dependent processes
Goodness-of-fit testing of error distribution in linear measurement error models
Asymptotic properties of hazard rate estimator in censored linear regression
Asymptotic properties of a rank estimate in linear regression with symmetric non-identically distributed errors
Minimum distance estimation in linear regression with strong mixing errors
Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity
Test for conditional quantile change in GARCH models
Argmax-stable marked empirical processes
Accurate tests and intervals based on multivariate CUSUM statistics
Empirical likelihood inference for error density estimators in first-order autoregression models
Projection-based white noise and goodness-of-fit tests for functional time series
Estimating the error distribution in a single-index model
Asymptotic linearity of a linear rank statistic in the case of symmetric nonidentically distributed variables
A law of the iterated logarithm for error density estimator in censored linear regression
Sequential empirical process in autoregressive models with measurement errors
Empirical process of residuals for regression models with long memory errors
Goodness-of-fit testing under long memory
Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects
Rank tests in regression model based on minimum distance estimates.
A class of minimum distance estimators in Markovian multiplicative error models
Asymptotic analysis of iterated 1-step Huber-skip M-estimators with varying cut-offs
Weighted Empirical Minimum Distance Estimators in Berkson Measurement Error Regression Models
Title not available (Why is that?)
Asymptotic theory of outlier detection algorithms for linear time series regression models
Title not available (Why is that?)
The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process
Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes
Regression quantile and averaged regression quantile processes
Randomized empirical processes and confidence bands via virtual resampling
Goodness-of-fit test using residuals in infinite-order autoregressive models
Law of the iterated logarithm for error density estimators in nonlinear autoregressive models
Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series
Estimation and hypotheses testing in boundary regression models
Limit theorems for sums of heavy-tailed variables with random dependent weights
A bootstrap version of the residual-based smooth empirical distribution function
Optimal detection of Fechner-asymmetry
On the weighted multivariate Wilcoxon rank regression estimate
Behavior of R-estimators under measurement errors
A comparison of alternative approaches to supremum-norm goodness-of-fit tests with estimated parameters
Martingale transforms goodness-of-fit tests in regression models.
Nonparametric estimation of conditional medians for linear and related processes
Bahadur representations for the median absolute deviation and its modifications
Weighted empirical processes in the nonparametric inference for Lévy processes
Efficient estimation and variable selection for infinite variance autoregressive models
Rank-based inference for the single-index model
SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS
Asymptotics of kernel error density estimators in nonlinear autoregressive models
Estimating functionals of the error distribution in parametric and nonparametric regression
Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape
Distribution free testing for conditional distributions given covariates
Regression model checking with Berkson measurement errors
Asymptotic distribution-free diagnostic tests for heteroskedastic time series models
Comparing distribution functions of errors in linear models: a nonparametric approach
The Bickel--Rosenblatt test for diffusion processes
A note on the Bickel\,-\,Rosenblatt test in autoregressive time series
Nonparametric tests for conditional symmetry in dynamic models
Estimating the error distribution function in nonparametric regression with multivariate co\-var\-iates
Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models
Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models
Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models
Global property of error density estimation in nonlinear autoregressive time series models
Efficient estimation of Banach parameters in semiparametric models
Goodness-of-fit testing in regression: a finite sample comparison of bootstrap methodology and Khmaladze transformation
RANK-BASED ESTIMATION FOR GARCH PROCESSES
Distribution-free test in Tobit mean regression model
Exploiting infinite variance through dummy variables in nonstationary autoregressions
Local Walsh-average regression for semiparametric varying-coefficient models
Maximum deviation of error density estimators in censored linear regression
On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property
Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals
Consistency of the least weighted squares under heteroscedasticity
Goodness-of-fit tests in linear EV regression with replications
Bootstrap specification tests for dynamic conditional distribution models
Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach
On weak convergence of random fields
The transfer principle: a tool for complete case analysis
Estimating linear functionals of the error distribution in nonparametric regression
Asymptotics of the \(L_p\)-norms of density estimators in the nonlinear autoregressive models
Inference on endogenously censored regression models using conditional moment inequalities
Rank tests and regression rank score tests in measurement error models
A fast algorithm for the coordinate-wise minimum distance estimation

This page was built for publication: Weighted empirical processes in dynamic nonlinear models.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1607972)