Cites work
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
- A kernel two-sample test
- An updated review of goodness-of-fit tests for regression models
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Asymptotic Statistics
- Asymptotic Theory of Integrated Conditional Moment Tests
- Asymptotically uniformly most powerful tests in parametric and semiparametric models
- Asymptotics for Lasso-type estimators.
- Bootstrap and wild bootstrap for high dimensional linear models
- Bootstrap Approximations in Model Checks for Regression
- Bootstrapping general empirical measures
- Causal inference for statistics, social, and biomedical sciences. An introduction
- Comparing nonparametric versus parametric regression fits
- Consistent model specification tests
- Consistent model specification tests. (Kernel-based tests versus Bierens' ICM tests)
- CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
- Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties
- Equivalence of distance-based and RKHS-based statistics in hypothesis testing
- Estimation in Reproducing Kernel Hilbert Spaces With Dependent Data
- Generalized spectral tests for the martingale difference hypothesis
- Global power functions of goodness of fit tests.
- scientific article; zbMATH DE number 3169866 (Why is no real title available?)
- scientific article; zbMATH DE number 3711116 (Why is no real title available?)
- scientific article; zbMATH DE number 4698 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Integrated conditional moment test and beyond: when the number of covariates is divergent
- Jackknife, bootstrap and other resampling methods in regression analysis
- Kernel Mean Embedding of Distributions: A Review and Beyond
- Kernel methods in machine learning
- Kernels, degrees of freedom, and power properties of quadratic distance goodness-of-fit tests
- Martingale difference correlation and its use in high-dimensional variable screening
- Measuring and testing dependence by correlation of distances
- Nonparametric estimation of the random coefficients model: an elastic net approach
- Nonparametric model checks for regression
- On a new multivariate two-sample test.
- On the lack of power of omnibus specification tests
- Positive definiteness, reproducing kernel Hilbert spaces and beyond
- Quadratic distances on probabilities: A unified foundation
- Robust multivariate nonparametric tests via projection averaging
- Specification analysis of linear quantile models
- Tailor-made tests for goodness of fit to semiparametric hypotheses
- Testing subspace restrictions in the presence of high dimensional nuisance parameters
- Uniform Central Limit Theorems
- Universality, Characteristic Kernels and RKHS Embedding of Measures
- Weak convergence and empirical processes. With applications to statistics
This page was built for publication: A Gaussian process approach to model checks
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6656628)