Pages that link to "Item:Q1328353"
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The following pages link to On bootstrapping \(M\)-estimated residual processes in multiple linear regression models (Q1328353):
Displaying 8 items.
- Goodness-of-fit tests in parametric regression based on the estimation of the error distribution (Q1019116) (← links)
- Bootstrapping modified goodness-of-fit statistics with estimated parameters (Q2483845) (← links)
- Comparing distribution functions of errors in linear models: a nonparametric approach (Q2485554) (← links)
- An improved bootstrap test of stochastic dominance (Q2630159) (← links)
- BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS (Q3429888) (← links)
- Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals (Q3552975) (← links)
- A note on testing symmetry of the error distribution in linear regression models (Q5712071) (← links)
- Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity (Q6635567) (← links)
