A Review on Dimension-Reduction Based Tests For Regressions
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Recommendations
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- Estimation and Test for Multi-Dimensional Regression Models
- A new estimator for efficient dimension reduction in regression
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- Sufficient dimension reduction and prediction in regression: asymptotic results
- Testing regression coefficients in high-dimensional and sparse settings
Cites work
- A Consistent Conditional Moment Test of Functional Form
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
- A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
- A consistent test for the functional form of a regression based on a difference of variance estimators
- A consistent test of functional form via nonparametric estimation techniques
- A lack-of-fit test for quantile regression models with high-dimensional covariates
- A New Test for the Parametric Form of the Variance Function in Non-Parametric Regression
- A power comparison between nonparametric regression tests.
- A projection-based adaptive-to-model test for regressions
- A robust adaptive-to-model enhancement test for parametric single-index models
- A significance test for covariates in nonparametric regression
- An Adaptive Estimation of Dimension Reduction Space
- An adaptive-to-model test for parametric single-index errors-in-variables models
- An adaptive-to-model test for partially parametric single-index models
- An updated review of goodness-of-fit tests for regression models
- Asymptotic normality of nearest neighbor regression function estimates
- Bootstrap Approximations in Model Checks for Regression
- Bootstrap based goodness-of-fit-tests
- Breaking the curse of dimensionality in nonparametric testing
- Comparing nonparametric versus parametric regression fits
- Consistent model specification tests
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Consistent model specification tests. (Kernel-based tests versus Bierens' ICM tests)
- Consistently determining the number of factors in multivariate volatility modelling
- Dimension reduction-based significance testing in nonparametric regression
- Dimension-reduction type test for linearity of a stochastic regression model
- Enhancements of non-parametric generalized likelihood ratio test: bias correction and dimension reduction
- Generalized likelihood ratio statistics and Wilks phenomenon
- Goodness-of-fit problem for errors in nonparametric regression: distribution free approach
- Goodness-of-fit tests in parametric regression based on the estimation of the error distribution
- Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach
- scientific article; zbMATH DE number 5697128 (Why is no real title available?)
- scientific article; zbMATH DE number 465342 (Why is no real title available?)
- scientific article; zbMATH DE number 1932856 (Why is no real title available?)
- Integrated conditional moment test for partially linear single index models incorporating dimension-reduction
- Martingale Approach in the Theory of Goodness-of-Fit Tests
- Minimum distance regression model checking
- Minimum distance regression model checking with Berkson measurement errors
- Model checking for parametric single-index models: a dimension reduction model-adaptive approach
- Model checking in regression via dimension reduction
- Model Checks for Generalized Linear Models
- Model checks for regression: an innovation process approach
- Model checks of higher order time series
- Model diagnosis for parametric regression in high-dimensional spaces
- Model diagnosis for SETAR time series
- NN goodness-of-fit tests for linear models
- Nonparametric checks for single-index models
- Nonparametric comparison of regression functions
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
- Nonparametric model checks for regression
- Nonparametric model checks for time series
- Nonparametric model checks in censored regression
- NONPARAMETRIC SIGNIFICANCE TESTING
- Nonparametric smoothing and lack-of-fit tests
- Nonparametric stochastic frontiers: a local maximum likelihood approach
- On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models
- Powerful nonparametric checks for quantile regression
- Projection pursuit
- Rejoinder on: ``An updated review of goodness-of-fit tests for regression models
- Significance testing in nonparametric regression based on the bootstrap.
- Sufficient dimension reduction through discretization-expectation estimation
- Testing for Differences Between Conditional Means in a Time Series Context
- Testing parametric assumptions of trends of a nonstationary time series
- Tests for the error distribution in nonparametric possibly heteroscedastic regression models
Cited in
(10)- Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable
- Model diagnostics of parametric Tobit model based on cumulative residuals
- Model checks for functional linear regression models based on projected empirical processes
- Model checking for general linear regression with nonignorable missing response
- Model checking for regressions: an approach bridging between local smoothing and global smoothing methods
- Remember the curse of dimensionality: the case of goodness-of-fit testing in arbitrary dimension
- Model Checking in Large-Scale Dataset via Structure-Adaptive-Sampling
- Goodness-of-fit test for partial functional linear model with errors in scalar covariates
- Model checking for parametric single-index quantile models
- Omnibus diagnostic procedures for vector multiplicative errors models
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