Pages that link to "Item:Q4531012"
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The following pages link to An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative (Q4531012):
Displaying 50 items.
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) (← links)
- Breaking the curse of dimensionality in nonparametric testing (Q91787) (← links)
- Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
- Unified approach to testing functional hypotheses in semiparametric contexts (Q262835) (← links)
- An adaptive empirical likelihood test for parametric time series regression models (Q289191) (← links)
- Guest editorial. Specification testing (Q291095) (← links)
- Nonparametric simultaneous testing for structural breaks (Q291109) (← links)
- On specification testing of ordered discrete choice models (Q291112) (← links)
- Specification testing in discretized diffusion models: theory and practice (Q299265) (← links)
- Tests for price endogeneity in differentiated product models (Q312343) (← links)
- Powerful nonparametric checks for quantile regression (Q338398) (← links)
- 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)
- The two-sample problem for Poisson processes: adaptive tests with a nonasymptotic wild bootstrap approach (Q366986) (← links)
- A simple bootstrap method for constructing nonparametric confidence bands for functions (Q385770) (← links)
- A specification test for nonlinear nonstationary models (Q447823) (← links)
- A consistent model specification test with mixed discrete and continuous data (Q451277) (← links)
- Finding local departures from a parametric model using nonparametric regression (Q451368) (← links)
- Nonparametric signal detection with small type I and type II error probabilities (Q453775) (← links)
- Testing functional inequalities (Q528113) (← links)
- Checking nonlinear heteroscedastic time series models (Q556432) (← links)
- A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression (Q605879) (← links)
- Structural test in regression on functional variables (Q631609) (← links)
- Using local linear kernel smoothers to test the lack of fit of nonlinear regression models (Q713661) (← links)
- Frequentist-Bayes lack-of-fit tests based on Laplace approximations (Q715763) (← links)
- Testing the correlated random coefficient model (Q736669) (← links)
- Specification testing in nonparametric instrumental variable estimation (Q738164) (← links)
- Optimal testing for additivity in multiple nonparametric regression (Q841020) (← links)
- A misspecification test for multiplicative error models of non-negative time series processes (Q888328) (← links)
- Adaptive goodness-of-fit tests based on signed ranks (Q930659) (← links)
- Nonparametric lack-of-fit tests for parametric mean-regression models with censored data (Q958919) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Nonparametric inference of quantile curves for nonstationary time series (Q988002) (← links)
- Multiscale local change point detection with applications to value-at-risk (Q1018645) (← links)
- Estimation and inference in functional mixed-effects models (Q1020142) (← links)
- Adaptive tests of linear hypotheses by model selection (Q1394764) (← links)
- Testing conditional moment restrictions (Q1430924) (← links)
- Consistent bootstrap tests of parametric regression functions (Q1584766) (← links)
- Asymptotically minimax test for a composite null hypothesis in the density model (Q1608705) (← links)
- Simultaneous monitoring of process mean vector and covariance matrix via penalized likelihood estimation (Q1623641) (← links)
- On consistent hypothesis testing (Q1683203) (← links)
- Consistent estimation of linear regression models using matched~data (Q1706498) (← links)
- Model checks for nonlinear cointegrating regression (Q1739588) (← links)
- Sieve empirical likelihood ratio tests for nonparametric functions (Q1766120) (← links)
- A robust adaptive-to-model enhancement test for parametric single-index models (Q1786902) (← links)
- Some higher-order theory for a consistent non-parametric model specification test (Q1866255) (← links)
- An alternative series based consistent model specification test (Q1929440) (← links)
- Model checks for parametric regression models (Q1944371) (← links)
- Minimax hypothesis testing for curve registration (Q1950851) (← links)
- Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression (Q1951106) (← links)
