Comments on: ``An updated review of goodness-of-fit tests for regression models
From MaRDI portal
Publication:5965560
DOI10.1007/s11749-013-0333-7zbMath1367.62114OpenAlexW2029650585MaRDI QIDQ5965560
Publication date: 5 September 2013
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-013-0333-7
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Cites Work
- Unnamed Item
- A consistent test of functional form via nonparametric estimation techniques
- Backfitting and smooth backfitting for additive quantile models
- Estimation of additive quantile regression
- Composite quantile regression and the oracle model selection theory
- Comparing nonparametric versus parametric regression fits
- On spline estimators and prediction intervals in nonparametric regression.
- Statistical and computational inverse problems.
- Significance testing in quantile regression
- Testing for additivity in nonparametric quantile regression
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- Goodness-of-fit testing and quadratic functional estimation from indirect observations
- Testing parametric models in the presence of instrumental variables
- Model Checks in Inverse Regression Models with Convolution-Type Operators
- Confidence bands for inverse regression models
- Nonparametric statistical inverse problems
- Quantile and Probability Curves Without Crossing
- Non-Crossing Non-Parametric Estimates of Quantile Curves
- Image deblurring with Poisson data: from cells to galaxies
- On Additive Conditional Quantiles With High-Dimensional Covariates
- Local Linear Additive Quantile Regression
- Statistical Inverse Estimation in Hilbert Scales
- Nonparametric Estimation of an Additive Quantile Regression Model
