Pages that link to "Item:Q4468551"
From MaRDI portal
The following pages link to A Lack-of-Fit Test for Quantile Regression (Q4468551):
Displayed 15 items.
- Diagnostic checking for conditional heteroscedasticity models (Q625886) (← links)
- Some properties of a lack-of-fit test for a linear errors in variables model (Q705031) (← links)
- Conditional growth charts. (With discussion and rejoinder) (Q869963) (← links)
- Nonparametric inference of quantile curves for nonstationary time series (Q988002) (← links)
- Quantile regression with varying coefficients (Q997372) (← links)
- Likelihood ratio tests for goodness-of-fit of a nonlinear regression model (Q1882933) (← links)
- Empirical likelihood ratio tests for multivariate regression models (Q1956533) (← links)
- A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model (Q2373692) (← links)
- Goodness-of-fit tests for vector autoregressive models in time series (Q2379236) (← links)
- A score type test for general autoregressive models in time series (Q2468790) (← links)
- Accelerated Recurrence Time Models (Q3077762) (← links)
- Semiparametric median residual life model and inference (Q3086520) (← links)
- Nonparametric test for checking lack of fit of the quantite regression model under random censoring (Q3526433) (← links)
- Semiparametrically Efficient Inference Based on Signs and Ranks for Median-Restricted Models (Q3541270) (← links)
- Weighted quantile regression with nonelliptically structured covariates (Q3626379) (← links)