Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models
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Publication:5086320
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- A New Test for the Parametric Form of the Variance Function in Non-Parametric Regression
- A profile-type smoothed score function for a varying coefficient partially linear model
- Automatic structure discovery for varying-coefficient partially linear models
- Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
- Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data
- Estimating the error distribution function in semiparametric regression
- Estimating the error distribution in nonparametric multiple regression with applications to model testing
- Estimation in partially linear time-varying coefficients panel data models with fixed effects
- Generalized likelihood ratio statistics and Wilks phenomenon
- Goodness-of-fit tests in parametric regression based on the estimation of the error distribution
- Model detection and variable selection for varying coefficient models with longitudinal data
- Non-parametric estimation of the residual distribution
- Partially functional linear varying coefficient model
- Partially linear structure selection in Cox models with varying coefficients
- Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Quantile regression for dynamic partially linear varying coefficient time series models
- Robust spline-based variable selection in varying coefficient model
- Semi-varying coefficient models with a diverging number of components
- Simultaneous confidence band and hypothesis test in generalised varying-coefficient models
- Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals
- Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors
- Statistical estimation in varying coefficient models
- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
- Testing for the equality of \(k\) regression curves
- Variable selection for fixed effects varying coefficient models
- Variable selection in semiparametric regression modeling
Cited in
(4)- Parametric hypothesis tests for exponentiality under multiplicative distortion measurement errors data
- Estimation of the error distribution in a varying coefficient regression model
- Checking normality of model errors under additive distortion measurement errors
- A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS
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