Pages that link to "Item:Q1807146"
From MaRDI portal
The following pages link to Model checks for regression: an innovation process approach (Q1807146):
Displayed 38 items.
- 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)
- 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)
- 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)
- 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)
- Goodness-of-fit tests for vector autoregressive models in time series (Q2379236) (← links)
- The empirical likelihood goodness-of-fit test for regression models (Q2454656) (← links)
- A score type test for general autoregressive models in time series (Q2468790) (← links)
- Asymptotic inference in some heteroscedastic regression models with long memory design and errors (Q2477069) (← links)
- Regression model checking with Berkson measurement errors (Q2480017) (← links)
- Goodness-of-fit testing in interval censoring case 1 (Q2494677) (← links)
- Nonparametric checks for single-index models (Q2569234) (← links)
- Conditional variance model checking (Q2655067) (← links)
- Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View (Q3182775) (← links)
- Distribution-free specification tests for dynamic linear models (Q3406056) (← links)
- A goodness-of-fit test for a varying-coefficients model in longitudinal studies (Q3627955) (← links)
- Testing the Martingale Difference Hypothesis (Q4434414) (← links)
- Model Checks for Generalized Linear Models (Q4455915) (← links)
- ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION (Q4540674) (← links)
- REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS (Q4653558) (← links)
- ON TESTING THE GOODNESS-OF-FIT OF NONLINEAR HETEROSCEDASTIC REGRESSION MODELS (Q4787590) (← links)
- Weak convergence of some marked empirical processes: Application to testing heteroscedasticity (Q4805926) (← links)
- Checking linearity of non-parametric component in partially linear models with an application in systemic inflammatory response syndrome study (Q5424979) (← links)
- Checking linearity of non-parametric component in partially linear models with an application in systemic inflammatory response syndrome study (Q5442631) (← links)