Data-Driven Smooth Tests When the Hypothesis Is Composite
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Publication:4366202
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(36)- The simultaneous assessment of normality and homoscedasticity in linear fixed effects models
- Data-driven smooth test for a location-scale family
- Data-driven smooth tests for the extreme value distribution
- Estimating copula densities, using model selection techniques
- Generalized likelihood ratio statistics and Wilks phenomenon
- A directional test of exponentiality based on maximum correlations
- An automatic portmanteau test for serial correlation
- Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models
- Estimation of Fisher information using model selection
- Data-driven smooth tests for a location-scale family revisited
- The life and work of Michael A. Stephens: a conversation with Richard A. Lockhart and John J. Spinelli
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
- Towards data driven selection of a penalty function for data driven Neyman tests
- A generalized Emerson recurrence relation
- Smooth Tests for the Zero‐Inflated Poisson Distribution
- Data driven smooth tests for bivariate normality
- Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data
- Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View
- \(p\)-value model selection criteria for exponential families of increasing dimension
- Goodness-of-fit tests for the inverse Gaussian and related distributions
- Comments on: Goodness-of-fit tests in mixed models.
- Informative statistical analyses using smooth goodness of fit tests
- Sieve empirical likelihood ratio tests for nonparametric functions
- A data-driven smooth test of symmetry
- Comparison of some tests of fit for the Laplace distribution
- Data-driven tests of uniformity on product manifolds
- Data-driven Sobolev tests of uniformity on compact Riemannian manifolds
- Data-driven smooth tests for the martingale difference hypothesis
- Reweighted Smooth Tests of Goodness of Fit
- Moderate deviations of minimum contrast estimators under contamination
- Efficient and adaptive nonparametric test for the two-sample problem
- Data-driven smooth tests of the proportional hazards assumption
- Detecting positive quadrant dependence and positive function dependence
- Consistent model selection and data-driven smooth tests for longitudinal data in the estimating equations approach
- On large deviation theorem for data-driven Neyman's statistic
- Exhaustive Goodness of Fit Via Smoothed Inference and Graphics
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