Pages that link to "Item:Q1317257"
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The following pages link to Comparing nonparametric versus parametric regression fits (Q1317257):
Displayed 50 items.
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) (← links)
- Nonparametric bootstrap analysis with applications to demographic effects in demand functions (Q91785) (← links)
- A consistent test of functional form via nonparametric estimation techniques (Q91794) (← links)
- Checking nonlinear heteroscedastic time series models (Q556432) (← links)
- Goodness-of-fit tests for copulas (Q558063) (← links)
- Some properties of a lack-of-fit test for a linear errors in variables model (Q705031) (← links)
- Density testing in a contaminated sample (Q860334) (← links)
- Nonparametric models and their estimation (Q862786) (← links)
- Bootstrap, wild bootstrap, and asymptotic normality (Q1203924) (← links)
- Nonparametric bootstrap confidence intervals for discrete regression functions (Q1260690) (← links)
- Testing linearity for NARX models (Q1287103) (← links)
- Testing the hypothesis of a generalized linear regression model using nonparametric regression estimation (Q1299384) (← links)
- Estimation of an autoregressive semiparametric model with exogenous variables (Q1299534) (← links)
- Linearity testing using local polynomial approximation (Q1299548) (← links)
- Towards a nonparametric test of linearity for times series (Q1299551) (← links)
- Dimension-reduction type test for linearity of a stochastic regression model (Q1299826) (← links)
- Consistent model specification tests for time series econometric models (Q1302761) (← links)
- A simple consistent bootstrap test for a parametric regression function (Q1305653) (← links)
- Semiparametric estimates and tests of base-independent equivalence scales (Q1305676) (← links)
- Nonparametric comparison of several regression functions: Exact and asymptotic theory (Q1307102) (← links)
- Testing a linear regression model against nonparametric alternatives (Q1312218) (← links)
- Testing goodness of fit of polynomial models via spline smoothing techniques (Q1324591) (← links)
- Testing for no effect in nonparametric regression via spline smoothing techniques (Q1336522) (← links)
- Testing the hypothesis of a general linear model using nonparametric regression estimation (Q1345542) (← links)
- Adaptive hypothesis testing using wavelets (Q1354447) (← links)
- Semiparametric single index versus fixed link function modelling (Q1355177) (← links)
- Nonparametric model checks for regression (Q1359416) (← links)
- Testing goodness-of-fit for nonlinear regression models with heterogeneous variances (Q1391993) (← links)
- Adaptive tests of linear hypotheses by model selection (Q1394764) (← links)
- Derivative estimation and testing in generalized additive models (Q1399277) (← links)
- Testing for superiority among two regression curves (Q1410575) (← links)
- Minimum distance regression model checking (Q1417798) (← links)
- A power comparison between nonparametric regression tests. (Q1427716) (← links)
- Testing conditional moment restrictions (Q1430924) (← links)
- A general projection framework for constrained smoothing. (Q1431205) (← links)
- A note on the nonparametric least-squares test for checking a polynomial relationship (Q1432870) (← links)
- A consistent test for the functional form of a regression based on a difference of variance estimators (Q1568309) (← links)
- Consistent bootstrap tests of parametric regression functions (Q1584766) (← links)
- On bootstrapping \(L_2\)-type statistics in density testing (Q1590560) (← links)
- A consistent test for heteroscedasticity in nonparametric regression based on the kernel method (Q1600728) (← links)
- Asymptotically minimax test for a composite null hypothesis in the density model (Q1608705) (← links)
- Heteroscedasticity checks for regression models (Q1609588) (← links)
- A note on variable selection in nonparametric regression with dependent data (Q1613076) (← links)
- Sieve empirical likelihood ratio tests for nonparametric functions (Q1766120) (← links)
- Validation of linear regression models (Q1807092) (← links)
- Direct estimation of low-dimensional components in additive models. (Q1807107) (← links)
- Asymptotic and bootstrap confidence bounds for the structural average of curves. (Q1807117) (← links)
- Regression-type inference in nonparametric autoregression (Q1807123) (← links)
- Bayesian goodness-of-fit testing using infinite-dimensional exponential families (Q1807136) (← links)
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141) (← links)