The following pages link to Natalie Neumeyer (Q225813):
Displaying 36 items.
- A simple nonparametric estimator of a strictly monotone regression function (Q138473) (← links)
- (Q589049) (redirect page) (← links)
- A simple test for comparing regression curves versus one-sided alternatives (Q730821) (← links)
- Empirical likelihood estimators for the error distribution in nonparametric regression models (Q734542) (← links)
- Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness (Q898590) (← links)
- Estimating the error distribution in nonparametric multiple regression with applications to model testing (Q962205) (← links)
- Testing independence in nonparametric regression (Q1021854) (← links)
- Nonparametric comparison of regression curves: An empirical process approach (Q1412369) (← links)
- Estimation and hypotheses testing in boundary regression models (Q1715536) (← links)
- Nonparametric analysis of covariance. (Q1848910) (← links)
- A note on testing independence by a copula-based order selection approach (Q1945057) (← links)
- Significance testing in quantile regression (Q1951105) (← links)
- A note on residual-based empirical likelihood kernel density estimation (Q1952105) (← links)
- Semi-parametric transformation boundary regression models (Q2027217) (← links)
- Specification testing in semi-parametric transformation models (Q2074685) (← links)
- Consistent nonparametric change point detection combining CUSUM and marked empirical processes (Q2188476) (← links)
- Specification tests in semiparametric transformation models --- a multiplier bootstrap approach (Q2305305) (← links)
- Testing for additivity in nonparametric quantile regression (Q2351693) (← links)
- A note on uniform consistency of monotone function estimators (Q2373657) (← links)
- A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510) (← links)
- A central limit theorem for two-sample U-processes (Q2568327) (← links)
- A note on non-parametric testing for Gaussian innovations in AR-ARCH models (Q2852597) (← links)
- Testing Monotonicity of Regression Functions - An Empirical Process Approach (Q2852621) (← links)
- Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach (Q2868867) (← links)
- Estimating the Conditional Error Distribution in Non-parametric Regression (Q2911717) (← links)
- BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS (Q3429888) (← links)
- Comparison of Separable Components in Different Samples (Q3440883) (← links)
- The independence process in conditional quantile location-scale models and an application to testing for monotonicity (Q4601255) (← links)
- Specification testing in nonparametric AR‐ARCH models (Q4629272) (← links)
- Bootstrap of residual processes in regression: to smooth or not to smooth? (Q4973622) (← links)
- Nonparametric volatility change detection (Q5001014) (← links)
- Maximum pseudo‐likelihood estimation based on estimated residuals in copula semiparametric models (Q5042675) (← links)
- A New Test for the Parametric Form of the Variance Function in Non-Parametric Regression (Q5088203) (← links)
- Estimating a bivariate density when there are extra data on one or both components (Q5503407) (← links)
- Heteroscedastic semiparametric transformation models: estimation and testing for validity (Q5739464) (← links)
- Maximum pseudo-likelihood estimation based on estimated residuals in copula semiparametric models (Q6315389) (← links)
