A Review on Dimension-Reduction Based Tests For Regressions
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Publication:4609015
DOI10.1007/978-3-319-50986-0_7zbMATH Open1383.62130OpenAlexW2766017878MaRDI QIDQ4609015FDOQ4609015
Authors: Xu Guo, Li-Xing Zhu 
Publication date: 29 March 2018
Published in: From Statistics to Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-50986-0_7
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- A selective review of sufficient dimension reduction for multivariate response regression
- Estimation and Test for Multi-Dimensional Regression Models
- A new estimator for efficient dimension reduction in regression
- Dimension-reduction type test for linearity of a stochastic regression model
- Sufficient dimension reduction and prediction in regression: asymptotic results
- Testing regression coefficients in high-dimensional and sparse settings
Cites Work
- Martingale Approach in the Theory of Goodness-of-Fit Tests
- Goodness-of-fit problem for errors in nonparametric regression: distribution free approach
- Dimension-reduction type test for linearity of a stochastic regression model
- Comparing nonparametric versus parametric regression fits
- Nonparametric model checks for regression
- Nonparametric smoothing and lack-of-fit tests
- Minimum distance regression model checking
- Model checks for regression: an innovation process approach
- Nonparametric model checks for time series
- Generalized likelihood ratio statistics and Wilks phenomenon
- Significance testing in nonparametric regression based on the bootstrap.
- Nonparametric checks for single-index models
- Bootstrap Approximations in Model Checks for Regression
- A Consistent Conditional Moment Test of Functional Form
- Model Checks for Generalized Linear Models
- NONPARAMETRIC SIGNIFICANCE TESTING
- An Adaptive Estimation of Dimension Reduction Space
- Title not available (Why is that?)
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Consistent model specification tests
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
- Breaking the curse of dimensionality in nonparametric testing
- A consistent test of functional form via nonparametric estimation techniques
- Projection pursuit
- Bootstrap based goodness-of-fit-tests
- An updated review of goodness-of-fit tests for regression models
- On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models
- A consistent test for the functional form of a regression based on a difference of variance estimators
- Testing parametric assumptions of trends of a nonstationary time series
- Consistent model specification tests. (Kernel-based tests versus Bierens' ICM tests)
- Nonparametric stochastic frontiers: a local maximum likelihood approach
- A power comparison between nonparametric regression tests.
- Goodness-of-fit tests in parametric regression based on the estimation of the error distribution
- Nonparametric model checks in censored regression
- A lack-of-fit test for quantile regression models with high-dimensional covariates
- A significance test for covariates in nonparametric regression
- Powerful nonparametric checks for quantile regression
- Sufficient dimension reduction through discretization-expectation estimation
- Minimum distance regression model checking with Berkson measurement errors
- NN goodness-of-fit tests for linear models
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
- Model checks of higher order time series
- Model diagnosis for SETAR time series
- Title not available (Why is that?)
- Model checking in regression via dimension reduction
- Model diagnosis for parametric regression in high-dimensional spaces
- Rejoinder on: ``An updated review of goodness-of-fit tests for regression models
- Testing for Differences Between Conditional Means in a Time Series Context
- Tests for the error distribution in nonparametric possibly heteroscedastic regression models
- Nonparametric comparison of regression functions
- A New Test for the Parametric Form of the Variance Function in Non-Parametric Regression
- Asymptotic normality of nearest neighbor regression function estimates
- Integrated conditional moment test for partially linear single index models incorporating dimension-reduction
- A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
- A projection-based adaptive-to-model test for regressions
- Title not available (Why is that?)
- Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach
- An adaptive-to-model test for partially parametric single-index models
- Consistently determining the number of factors in multivariate volatility modelling
- Model checking for parametric single-index models: a dimension reduction model-adaptive approach
- Dimension reduction-based significance testing in nonparametric regression
- A robust adaptive-to-model enhancement test for parametric single-index models
- Enhancements of non-parametric generalized likelihood ratio test: bias correction and dimension reduction
- An adaptive-to-model test for parametric single-index errors-in-variables models
Cited In (9)
- Model Checking in Large-Scale Dataset via Structure-Adaptive-Sampling
- Model diagnostics of parametric Tobit model based on cumulative residuals
- Model checking for general linear regression with nonignorable missing response
- Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable
- Remember the curse of dimensionality: the case of goodness-of-fit testing in arbitrary dimension
- Goodness-of-fit test for partial functional linear model with errors in scalar covariates
- Model checking for parametric single-index quantile models
- Model checking for regressions: an approach bridging between local smoothing and global smoothing methods
- Model checks for functional linear regression models based on projected empirical processes
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