Pages that link to "Item:Q5378379"

The following pages link to Model Checking for Parametric Single-index Models: A Dimension Reduction Model-Adaptive Approach (Q5378379):

Displaying 36 items.

• Exploring the constant coefficient of a single-index variation (Q1729802) (← links)
• Dimension reduction-based significance testing in nonparametric regression (Q1753148) (← links)
• A robust adaptive-to-model enhancement test for parametric single-index models (Q1786902) (← links)
• Statistical inference for linear regression models with additive distortion measurement errors (Q2029215) (← links)
• Estimation and variable selection for partial linear single-index distortion measurement errors models (Q2066529) (← links)
• Dimensionality determination: a thresholding double ridge ratio approach (Q2178157) (← links)
• A new test for heteroscedasticity in single-index models (Q2195886) (← links)
• A new Bayesian single index model with or without covariates missing at random (Q2226707) (← links)
• Estimation and hypothesis test for single-index multiplicative models (Q2273153) (← links)
• Model checks for functional linear regression models based on projected empirical processes (Q2291339) (← links)
• Adaptive-to-model checking for regressions with diverging number of predictors (Q2313276) (← links)
• An adaptive-to-model test for partially parametric single-index models (Q2361467) (← links)
• A minimum projected-distance test for parametric single-index Berkson models (Q2414882) (← links)
• A goodness-of-fit test for variable-adjusted models (Q2419145) (← links)
• Model checking for regressions: an approach bridging between local smoothing and global smoothing methods (Q2419147) (← links)
• Profile likelihood ratio tests for parameter inferences in generalised single-index models (Q4559461) (← links)
• Partial linear single-index models with additive distortion measurement errors (Q4606460) (← links)
• A Review on Dimension-Reduction Based Tests For Regressions (Q4609015) (← links)
• Dimension reduction regressions with measurement errors subject to additive distortion (Q4960711) (← links)
• Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction (Q5037808) (← links)
• Detection of marginal heteroscedasticity for partial linear single-index models (Q5082565) (← links)
• Partial index additive models with additive distortion measurement errors (Q5082966) (← links)
• Estimation of the error distribution function for partial linear single-index models (Q5087915) (← links)
• Efficient Diagnostics for Parametric Regression Models with Distortion Measurement Errors Incorporating Dimension-reduction (Q5089463) (← links)
• Nonlinear regression models with general distortion measurement errors (Q5107404) (← links)
• Consistent model checking procedures for parametric regressions with missing response (Q5875213) (← links)
• Model Checking in Large-Scale Dataset via Structure-Adaptive-Sampling (Q6039876) (← links)
• Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach (Q6169912) (← links)
• Model checking for parametric single-index models with massive datasets (Q6172090) (← links)
• Nonlinear regression models with single‐index heteroscedasticity (Q6187985) (← links)
• Model checking for multiplicative linear regression models with mixed estimators (Q6189241) (← links)
• Model checking for parametric single-index quantile models (Q6541603) (← links)
• Powerful nonparametric checks for parametric single-index quantile models with missing responses (Q6544022) (← links)
• Testing conditional independence in casual inference for time series data (Q6555340) (← links)
• High-dimensional single-index models with censored responses (Q6627541) (← links)
• A test of U-type for goodness-of-fit in regression models through martingale difference divergence (Q6639489) (← links)