Specification tests in nonparametric regression
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Cites work
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- A Non-Parametric Test of Independence
- BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS
- Consistent nonparametric regression. Discussion
- Cramer-von Mises tests for independence
- Density and hazard estimation in censored regression models
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- Estimating functionals of the error distribution in parametric and nonparametric regression
- Estimating linear functionals of the error distribution in nonparametric regression
- Goodness-of-fit tests in parametric regression based on the estimation of the error distribution
- Non-parametric estimation of the residual distribution
- Robust Statistics
- Testing for the equality of \(k\) regression curves
- Tests for independence in nonparametric regression
- Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression
- Weak convergence and empirical processes. With applications to statistics
Cited in
(38)- Unobserved heterogeneity and endogeneity in nonparametric frontier estimation
- Change-point tests for the error distribution in nonparametric regression
- A joint test for parametric specification and independence in nonlinear regression models
- Testing independence in nonparametric regression
- Estimation of Conditional Ranks and Tests of Exogeneity in Nonparametric Nonseparable Models
- A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test
- Tests for validity of the semiparametric heteroskedastic transformation model
- Specification tests for the distribution of errors in nonparametric regression: a martingale approach
- Tests for the equality of conditional variance functions in nonparametric regression
- A non-parametric test for comparing conditional ROC curves
- Estimating the conditional error distribution in non-parametric regression
- Tests of specification for parametric and semiparametric models
- Nonparametric location-scale models for censored successive survival times
- Flexible modeling based on copulas in nonparametric median regression
- Empirical likelihood intervals for conditional value-at-risk in heteroscedastic regression models
- Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data
- Testing independence between exogenous variables and unobserved errors
- Goodness-of-fit test for nonparametric regression models: smoothing spline ANOVA models as example
- Estimating the error distribution in nonparametric multiple regression with applications to model testing
- Tests for independence in non-parametric heteroscedastic regression models
- Specification testing in nonparametric AR‐ARCH models
- A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS
- Using a bimodal kernel for a nonparametric regression specification test
- \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models
- Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity
- Estimation and hypotheses testing in boundary regression models
- Computationally efficient approximations for independence tests in non-parametric regression
- Estimating the error distribution in semiparametric transformation models
- Estimating the innovation distribution in nonparametric autoregression
- On the performance of nonparametric specification tests in regression models
- Model specification tests in nonparametric stochastic regression models
- Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach
- A robust test of specification based on order statistics
- A nonparametric test of the non-convexity of regression
- Root-\(n\) consistent kernel density estimation in practice
- Frontier estimation in nonparametric location-scale models
- Nonparametric specification testing via the trinity of tests
- OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING IN REGRESSION MODELS
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