Computationally efficient approximations for independence tests in non-parametric regression
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- A Non‐parametric <scp>ANOVA</scp>‐type Test for Regression Curves Based on Characteristic Functions
- A goodness-of-fit test for the multivariate Poisson distribution
- A two-sample test for the error distribution in nonparametric regression based on the characteristic function
- A weighted bootstrap approximation for comparing the error distributions in nonparametric regression
- Approximating the null distribution of a class of statistics for testing independence
- Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data
- Empirical characteristic function tests for GARCH innovation distribution using multipliers
- Fast goodness-of-fit tests based on the characteristic function
- Fast tests for the two-sample problem based on the empirical characteristic function
- Fourier methods for testing multivariate independence
- Heteroscedastic semiparametric transformation models: estimation and testing for validity
- Measuring and testing dependence by correlation of distances
- Multivariate nonparametric test of independence
- Random quadratic forms and the bootstrap for \(U\)-statistics
- Specification tests in nonparametric regression
- Testing for serial independence in vector autoregressive models
- Testing independence in nonparametric regression
- Testing independence of covariates and errors in non-parametric regression
- Tests for independence in non-parametric heteroscedastic regression models
- Tests for independence in nonparametric regression
- Tests for the equality of conditional variance functions in nonparametric regression
- The independence process in conditional quantile location-scale models and an application to testing for monotonicity
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