Pages that link to "Item:Q1119311"

The following pages link to An innovation approach to goodness-of-fit tests in \(R^ m\) (Q1119311):

Displaying 33 items.

• Testing multivariate distributions in GARCH models (Q291099) (← links)
• Distribution-free specification tests of conditional models (Q291101) (← links)
• Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269) (← links)
• Distribution-free test in Tobit mean regression model (Q538148) (← links)
• Goodness-of-fit tests for copulas (Q558063) (← links)
• A lack-of-fit test in Tobit errors-in-variables regression models (Q645418) (← links)
• Optimal goodness-of-fit tests for recurrent event data (Q719048) (← links)
• Asymptotics of the regression quantile basic solution under misspecification. (Q834019) (← links)
• Distribution-free lack-of-fit tests in balanced mixed models (Q988111) (← links)
• On nonparametric tests for symmetry in \(R^ m\) (Q1335381) (← links)
• Generalized martingale-residual processes for goodness-of-fit inference in Cox's type regression models (Q1359430) (← links)
• Model checks under random censorship (Q1359796) (← links)
• Concentration and goodness-of-fit in higher dimensions: (Asymptotically) distribution-free methods (Q1568266) (← links)
• Central limit theorems for \(k\)-nearest neighbour distances (Q1613596) (← links)
• Comparison of specification tests for GARCH models (Q1623530) (← links)
• Model checks for regression: an innovation process approach (Q1807146) (← links)
• Nonparametric model checks for time series (Q1807172) (← links)
• Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests (Q1922134) (← links)
• Goodness-of-fit testing for copulas: a distribution-free approach (Q2203635) (← links)
• A goodness-of-fit test for copulas based on martingale transformation (Q2295802) (← links)
• Goodness-of-fit testing the error distribution in multivariate indirect regression (Q2323938) (← links)
• Asymptotically distribution-free goodness-of-fit testing for tail copulas (Q2343967) (← links)
• On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests (Q2433820) (← links)
• Conditional variance model checking (Q2655067) (← links)
• Convergence Properties in Certain Occupancy Problems Including the Karlin-Rouault Law (Q3108478) (← links)
• Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View (Q3182775) (← links)
• Data Dependent Cells Chi‐Square Test With Recurrent Events (Q3460662) (← links)
• A NONPARAMETRIC TEST OF CHANGING CONDITIONAL VARIANCES IN AUTOREGRESSIVE TIME SERIES (Q4540606) (← links)
• A nonparametric test of conditional autoregressive heteroscedasticity for threshold autoregressive models (Q4546739) (← links)
• (Q5146329) (← links)
• A pivot function and its limiting distribution: applications in goodness of fit and testing hypothesis (Q5205855) (← links)
• Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427) (← links)
• Unitary transformations, empirical processes and distribution free testing (Q5963511) (← links)