Pages that link to "Item:Q1848858"
From MaRDI portal
The following pages link to Generalized likelihood ratio statistics and Wilks phenomenon (Q1848858):
Displaying 50 items.
- Estimation and testing for partially linear single-index models (Q95718) (← links)
- Semiparametric mixture regression with unspecified error distributions (Q158395) (← links)
- Semiparametric mixtures of regressions with single-index for model based clustering (Q158418) (← links)
- Semiparametric mixtures of nonparametric regressions (Q158425) (← links)
- Model detection and variable selection for varying coefficient models with longitudinal data (Q270128) (← links)
- Hypothesis test for the parameters of linear part in the partial linear EV model (Q277115) (← links)
- Trending time-varying coefficient time series models with serially correlated errors (Q278242) (← links)
- Composite quantile regression and variable selection in single-index coefficient model (Q286468) (← links)
- An adaptive empirical likelihood test for parametric time series regression models (Q289191) (← links)
- Zero-inefficiency stochastic frontier models with varying mixing proportion: a semiparametric approach (Q321114) (← links)
- Sharp deviation bounds for quadratic forms (Q359864) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- A loss function approach to model specification testing and its relative efficiency (Q366964) (← links)
- Quadratic inference functions for partially linear single-index models with longitudinal data (Q391628) (← links)
- Statistical testing of covariate effects in conditional copula models (Q391831) (← links)
- Estimation and inference for varying coefficient partially nonlinear models (Q394115) (← links)
- Inference on coefficient function for varying-coefficient partially linear model (Q394394) (← links)
- A nonparametric \(R^2\) test for the presence of relevant variables (Q394568) (← links)
- Parametric component detection and variable selection in varying-coefficient partially linear models (Q450863) (← links)
- Specification testing for transformation models with an application to generalized accelerated failure-time models (Q473348) (← links)
- Nonlinear varying-coefficient models with applications to a photosynthesis study (Q486155) (← links)
- Critical dimension in profile semiparametric estimation (Q489169) (← links)
- Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
- Weighted local linear CQR for varying-coefficient models with missing covariates (Q497864) (← links)
- Generalized partial linear varying multi-index coefficient model for gene-environment interactions (Q523939) (← links)
- Sieve estimation of panel data models with cross section dependence (Q527969) (← links)
- Powerful tests for structural changes in volatility (Q528175) (← links)
- Testing for constant nonparametric effects in general semiparametric regression models with interactions (Q544592) (← links)
- A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression (Q605879) (← links)
- Nonparametric tests of the Markov hypothesis in continuous-time models (Q605941) (← links)
- Statistical inference in partially time-varying coefficient models (Q607224) (← links)
- Statistical inference in partially-varying-coefficient single-index model (Q608318) (← links)
- A review on empirical likelihood methods for regression (Q619114) (← links)
- Quantile inference for heteroscedastic regression models (Q630938) (← links)
- Structural test in regression on functional variables (Q631609) (← links)
- Testing the constancy in varying-coefficient regression models (Q649101) (← links)
- The geometry of hypothesis testing over convex cones: generalized likelihood ratio tests and minimax radii (Q666588) (← links)
- Statistical inference for a varying-coefficient partially nonlinear model with measurement errors (Q670134) (← links)
- Efficient estimation of varying coefficient models with serially correlated errors (Q670140) (← links)
- Inference of time-varying regression models (Q693729) (← links)
- Frequentist-Bayes lack-of-fit tests based on Laplace approximations (Q715763) (← links)
- A high-dimensional Wilks phenomenon (Q718891) (← links)
- Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900) (← links)
- Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
- Lack of fit tests for linear regression models with many predictor variables using minimal weighted maximal matchings (Q739581) (← links)
- Varying coefficients partially linear models with randomly censored data (Q744002) (← links)
- Penalized estimation in additive varying coefficient models using grouped regularization (Q744806) (← links)
- Selecting local models in multiple regression by maximizing power (Q745341) (← links)
- Goodness-of-fit testing for varying-coefficient models (Q745440) (← links)
- Fast inference for semi-varying coefficient models via local averaging (Q830452) (← links)
