The following pages link to (Q3902263):
Displaying 28 items.
- Nonparametric tests for conditional symmetry in dynamic models (Q289176) (← links)
- Distribution-free specification tests of conditional models (Q291101) (← links)
- Optimal goodness-of-fit tests for recurrent event data (Q719048) (← links)
- Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
- Central limit theorem for weighted martingales with applications (Q918024) (← links)
- Goodness-of-fit tests for a heavy tailed distribution (Q951056) (← links)
- Regions of alternatives with high and low power for goodness-of-fit tests (Q1031763) (← links)
- Invariance principles in mathematical statistics (Q1080586) (← links)
- Large deviations and Bahadur efficiency of the Khmaladze-Aki statistics (Q1179892) (← links)
- Transformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions (Q1383087) (← links)
- Goodness-of-fit inference for the Cox--Aalen additive--multiplicative regression model (Q1767742) (← links)
- Model checks for regression: an innovation process approach (Q1807146) (← links)
- Nonparametric model checks for time series (Q1807172) (← links)
- Improved HAC covariance matrix estimation based on forecast errors (Q1934714) (← links)
- Diffusion approximations in the online increasing subsequence problem (Q2048141) (← links)
- Goodness-of-fit testing for copulas: a distribution-free approach (Q2203635) (← links)
- Kernel-transformed empirical processes (Q2266306) (← links)
- Asymptotically distribution-free goodness-of-fit testing for tail copulas (Q2343967) (← links)
- Goodness-of-fit testing in regression: a finite sample comparison of bootstrap methodology and Khmaladze transformation (Q2567188) (← links)
- Testing semiparametric conditional moment restrictions using conditional martingale transforms (Q2630150) (← links)
- Gaussian processes centered at their online average, and applications (Q2657990) (← links)
- (Q2892527) (← links)
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
- (Q4364316) (← links)
- Bounds and Approximations for Distributions of Weighted Kolmogorov-Smirnov Tests (Q4609020) (← links)
- Tests For Constancy Of Model Parameters Over Time (Q4805746) (← links)
- A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models (Q5863649) (← links)
- A Gaussian process approach to model checks (Q6656628) (← links)
