Pages that link to "Item:Q1807146"

The following pages link to Model checks for regression: an innovation process approach (Q1807146):

Displaying 50 items.

• Permutation test for heterogeneous treatment effects with a nuisance parameter (Q95381) (← links)
• Minimum distance partial linear regression model checking with Berkson measurement errors (Q274038) (← links)
• 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)
• On score-functions and goodness-of-fit tests for stochastic processes (Q324614) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• Empirical likelihood based goodness-of-fit testing for generalized linear mixed models (Q403438) (← links)
• Goodness-of-fit tests for general linear models with covariates missed at random (Q419330) (← links)
• Asymptotics of SIMEX-based variance estimation (Q427486) (← links)
• Nonlinear models with measurement errors subject to single-indexed distortion (Q450847) (← links)
• Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
• Fitting a two phase threshold multiplicative error model (Q515143) (← links)
• Testing functional inequalities (Q528113) (← links)
• Distribution-free test in Tobit mean regression model (Q538148) (← links)
• Diagnostic checking for conditional heteroscedasticity models (Q625886) (← links)
• Structural test in regression on functional variables (Q631609) (← links)
• A lack-of-fit test in Tobit errors-in-variables regression models (Q645418) (← links)
• Some properties of a lack-of-fit test for a linear errors in variables model (Q705031) (← links)
• Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing (Q734559) (← links)
• Lack of fit tests for linear regression models with many predictor variables using minimal weighted maximal matchings (Q739581) (← links)
• Goodness-of-fit testing for varying-coefficient models (Q745440) (← links)
• Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
• Diagnostic checking for multivariate regression models (Q953847) (← links)
• Model checking in errors-in-variables regression (Q957322) (← links)
• Distribution-free lack-of-fit tests in balanced mixed models (Q988111) (← links)
• Asymptotics for sliced average variance estimation (Q997370) (← links)
• Minimum distance regression model checking with Berkson measurement errors (Q1002151) (← links)
• Local power of a Cramér-von Mises type test for parametric autoregressive models of order one (Q1004758) (← links)
• Argmax-stable marked empirical processes (Q1017817) (← links)
• Testing independence in nonparametric regression (Q1021854) (← links)
• Goodness-of-fit tests for continuous regression (Q1023983) (← links)
• Minimum distance regression model checking (Q1417798) (← links)
• Consistent bootstrap tests of parametric regression functions (Q1584766) (← links)
• Heteroscedasticity checks for regression models (Q1609588) (← links)
• Estimation in linear regression models with measurement errors subject to single-indexed distortion (Q1621210) (← links)
• Checking the adequacy for a distortion errors-in-variables parametric regression model (Q1623769) (← links)
• A robust adaptive-to-model enhancement test for parametric single-index models (Q1786902) (← links)
• Nonparametric model checks for time series (Q1807172) (← links)
• Significance testing in nonparametric regression based on the bootstrap. (Q1848914) (← links)
• Some higher-order theory for a consistent non-parametric model specification test (Q1866255) (← links)
• Martingale transforms goodness-of-fit tests in regression models. (Q1879928) (← links)
• Estimation in mixed effects model with errors in variables (Q1882934) (← links)
• Model checks for parametric regression models (Q1944371) (← links)
• Empirical likelihood based testing for regression (Q1951764) (← links)
• Empirical likelihood ratio tests for multivariate regression models (Q1956533) (← links)
• Nonlinear measurement errors models subject to partial linear additive distortion (Q1994028) (← links)
• Testing subspace restrictions in the presence of high dimensional nuisance parameters (Q2084475) (← links)
• Model diagnostics of parametric Tobit model based on cumulative residuals (Q2131979) (← links)
• Multidimensional specification test based on non-stationary time series (Q2161017) (← links)