Pages that link to "Item:Q2477585"
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The following pages link to Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder) (Q2477585):
Displayed 42 items.
- 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)
- Estimation and inference for varying coefficient partially nonlinear models (Q394115) (← links)
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- Nonparametric tests of the Markov hypothesis in continuous-time models (Q605941) (← links)
- The EFM approach for single-index models (Q638808) (← 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)
- Varying coefficients partially linear models with randomly censored data (Q744002) (← links)
- Estimation in additive models with highly or non-highly correlated covariates (Q973871) (← links)
- Nonparametric inference of quantile curves for nonstationary time series (Q988002) (← links)
- Non-stationary structural model with time-varying demand elasticities (Q993828) (← links)
- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates (Q1002167) (← links)
- Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
- Generalized nonparametric smoothing with mixed discrete and continuous data (Q1659130) (← links)
- A test for a parametric form of the volatility in second-order diffusion models (Q1695433) (← links)
- Testing for the parametric parts in a single-index varying-coefficient model (Q1934455) (← links)
- Adaptive structure inferences on partially linear error-in-function models with error-prone covariates (Q2131894) (← links)
- Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components (Q2131898) (← links)
- Sufficient dimension reduction in the presence of controlling variables (Q2169100) (← links)
- Nonparametric inference for covariate-adjusted model (Q2173365) (← links)
- The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square (Q2273603) (← links)
- Profile statistical inference for partially linear additive models with a diverging number of parameters (Q2287379) (← links)
- Curve registration by nonparametric goodness-of-fit testing (Q2348101) (← links)
- Testing regression models with selection-biased data (Q2351692) (← links)
- Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process (Q2405678) (← links)
- Nonparametric specification for non-stationary time series regression (Q2444659) (← links)
- Profile Likelihood Inferences on the Partially Linear Model with a Diverging Number of Parameters (Q2815338) (← links)
- Statistical Inference on the Parametric Component in Partially Linear Spatial Autoregressive Models (Q2816729) (← links)
- Semiparametric inference on partially linear single-index model (Q2816858) (← links)
- A powerful test for comparing multiple regression functions (Q3145383) (← links)
- Inference for Nonparametric Parts in Single-Index Varying-Coefficient Model (Q3168528) (← links)
- Testing a linear relationship in varying coefficient spatial autoregressive models (Q4563398) (← links)
- A Review on Dimension-Reduction Based Tests For Regressions (Q4609015) (← links)
- Nested Hierarchical Functional Data Modeling and Inference for the Analysis of Functional Plant Phenotypes (Q4962426) (← links)
- A study on geographically weighted spatial autoregression models with spatial autoregressive disturbances (Q5078020) (← links)
- A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model (Q5231514) (← links)
- Statistical inferences for single-index models with measurement errors (Q5861551) (← links)
- Discussion (Q6064065) (← links)
- Semiparametric partially linear varying coefficient modal regression (Q6108288) (← links)
- On an asymmetric functional-coefficient ARCH-M model (Q6131404) (← links)
- Empirical likelihood ratio tests for non-nested model selection based on predictive losses (Q6201860) (← links)