Goodness-of-fit tests in semiparametric transformation models using the integrated regression function
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Cites work
- scientific article; zbMATH DE number 42417 (Why is no real title available?)
- scientific article; zbMATH DE number 3251902 (Why is no real title available?)
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
- A Consistent Conditional Moment Test of Functional Form
- A new family of power transformations to improve normality or symmetry
- An Alternative Family of Transformations
- An Analysis of Transformations Revisited
- An updated review of goodness-of-fit tests for regression models
- Asymptotic Theory of Integrated Conditional Moment Tests
- CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
- Comparing nonparametric versus parametric regression fits
- Consistent bootstrap tests of parametric regression functions
- Consistent model specification tests
- Estimating Optimal Transformations for Multiple Regression and Correlation
- Estimating the error distribution in nonparametric multiple regression with applications to model testing
- Estimating the error distribution in semiparametric transformation models
- Estimation of a semiparametric transformation model
- Estimation of the error density in a semiparametric transformation model
- Generalized Production Functions
- Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models
- Goodness-of-fit tests in parametric regression based on the estimation of the error distribution
- Goodness-of-fit tests in semiparametric transformation models
- Heteroscedastic semiparametric transformation models: estimation and testing for validity
- Identification and nonparametric estimation of a transformed additively separable model
- Model Checks for Generalized Linear Models
- Model checks using residual marked empirical processes
- Model specification testing of time series regressions
- Non-parametric estimation of the residual distribution
- Nonparametric Estimation of a Generalized Additive Model With an Unknown Link Function
- Nonparametric model checks for regression
- Nonparametric model checks for time series
- Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable
- Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals
- Transforming the Dependent Variable in Regression Models
- Weak convergence and empirical processes. With applications to statistics
Cited in
(11)- Efficient Diagnostics for Parametric Regression Models with Distortion Measurement Errors Incorporating Dimension-reduction
- EDF tests of goodness of fit for transform‐both‐sides models
- Estimation of a semiparametric transformation model: a novel approach based on least squares minimization
- Goodness-of-fit tests in semiparametric transformation models
- Estimation of fully nonparametric transformation models
- Tests for heteroskedasticity in transformation models
- Specification tests in semiparametric transformation models -- a multiplier bootstrap approach
- Independence tests in semiparametric transformation models
- Specification testing in semi-parametric transformation models
- Testing the adequacy of semiparametric transformation models
- Tests for validity of the semiparametric heteroskedastic transformation model
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