Pages that link to "Item:Q734559"
From MaRDI portal
The following pages link to Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing (Q734559):
Displaying 11 items.
- Empirical smoothing lack-of-fit tests for variance function (Q413362) (← links)
- An omnibus test of goodness-of-fit for conditional distributions with applications to regression models (Q449354) (← links)
- Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
- Minimum distance conditional variance function checking in heteroscedastic regression models (Q631625) (← links)
- Distribution-free specification test for volatility function based on high-frequency data with microstructure noise (Q2082567) (← links)
- Goodness-of-fit testing for copulas: a distribution-free approach (Q2203635) (← links)
- Goodness-of-fit testing the error distribution in multivariate indirect regression (Q2323938) (← links)
- A model specification test for the variance function in nonparametric regression (Q2324330) (← links)
- Asymptotically distribution-free goodness-of-fit testing for tail copulas (Q2343967) (← links)
- Estimating the Conditional Error Distribution in Non-parametric Regression (Q2911717) (← links)
- Scale Checks in Censored Regression (Q2911720) (← links)
