Pages that link to "Item:Q2569234"
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The following pages link to Nonparametric checks for single-index models (Q2569234):
Displaying 50 items.
- Breaking the curse of dimensionality in nonparametric testing (Q91787) (← links)
- Minimum distance partial linear regression model checking with Berkson measurement errors (Q274038) (← links)
- Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269) (← links)
- Parameter estimation for a generalized semiparametric model with repeated measurements (Q312586) (← links)
- Nonparametric checks for varying coefficient models with missing response at random (Q353325) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Variable selection for single-index varying-coefficient model (Q372228) (← links)
- Partially linear varying coefficient models with missing at random responses (Q379987) (← links)
- Multi-index regression models with missing covariates at random (Q391947) (← links)
- Empirical likelihood based goodness-of-fit testing for generalized linear mixed models (Q403438) (← links)
- Asymptotics of SIMEX-based variance estimation (Q427486) (← links)
- Testing single-index restrictions with a focus on average derivatives (Q530960) (← links)
- Weighted estimation of single index models with right censored responses (Q547388) (← links)
- A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression (Q605879) (← links)
- Diagnostic checking for conditional heteroscedasticity models (Q625886) (← links)
- On completely data-driven bandwidth selection for single-index models (Q629097) (← links)
- Structural test in regression on functional variables (Q631609) (← links)
- Efficient empirical-likelihood-based inferences for the single-index model (Q716173) (← links)
- Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model (Q738981) (← links)
- Goodness-of-fit testing for varying-coefficient models (Q745440) (← links)
- Estimation for a partial-linear single-index model (Q847637) (← links)
- A direct approach to inference in nonparametric and semiparametric quantile models (Q898594) (← links)
- Diagnostic checking for multivariate regression models (Q953847) (← links)
- Testing the equality of linear single-index models (Q962211) (← links)
- Estimation of single index model with missing response at random (Q963854) (← links)
- Asymptotics for sliced average variance estimation (Q997370) (← links)
- On splines approximation for sliced average variance estimation (Q999006) (← links)
- Model checking for partially linear models with missing responses at random (Q1002346) (← links)
- Inference on a regression model with noised variables and serially correlated errors (Q1012535) (← links)
- Testing conditional independence via Rosenblatt transforms (Q1043721) (← links)
- Estimation and hypothesis test on partial linear models with additive distortion measurement errors (Q1654265) (← links)
- Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach (Q1659003) (← links)
- A relative error estimation approach for multiplicative single index model (Q1697677) (← links)
- Testing the adequacy of semiparametric transformation models (Q1708362) (← links)
- Exploring the constant coefficient of a single-index variation (Q1729802) (← links)
- Dimension reduction-based significance testing in nonparametric regression (Q1753148) (← links)
- A constructive hypothesis test for the single-index models with two groups (Q1786905) (← links)
- Estimation and hypothesis test for partial linear multiplicative models (Q1796934) (← links)
- Pairwise distance-based tests for conditional symmetry (Q1796941) (← links)
- Partial linear single index models with distortion measurement errors (Q1934488) (← links)
- Conditional absolute mean calibration for partial linear multiplicative distortion measurement errors models (Q2008000) (← links)
- Heteroscedasticity checks for single index models (Q2018595) (← links)
- A distribution-based Lasso for a general single-index model (Q2018911) (← links)
- Statistical inference for linear regression models with additive distortion measurement errors (Q2029215) (← links)
- Estimation of partially linear single-index spatial autoregressive model (Q2066506) (← links)
- Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model (Q2198824) (← links)
- Projection-averaging-based cumulative covariance and its use in goodness-of-fit testing for single-index models (Q2242174) (← links)
- Beran-based approach for single-index models under censoring (Q2259785) (← links)
- Estimation and hypothesis test for single-index multiplicative models (Q2273153) (← links)
- A goodness-of-fit test for zero-inflated Poisson mixed effects models in tree abundance studies (Q2291326) (← links)