Testing model adequacy and heteroscedasticity in parametric regression models with double resampling method
From MaRDI portal
Cites work
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
- A consistent test for the functional form of a regression based on a difference of variance estimators
- A consistent test of functional form via nonparametric estimation techniques
- A lack-of-fit test for quantile regression models with high-dimensional covariates
- A projection-based consistent test incorporating dimension-reduction in partially linear models
- A projection-based diagnostic test for generalized functional regression models
- A simple consistent bootstrap test for a parametric regression function
- Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models
- Bootstrap Approximations in Model Checks for Regression
- Breaking the curse of dimensionality in nonparametric testing
- Central limit theorems for empirical and U-processes of stationary mixing sequences
- Checking the adequacy for a distortion errors-in-variables parametric regression model
- Comparing nonparametric versus parametric regression fits
- Consistent estimation under random censorship when covariables are present
- Consistent model specification tests
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- Efficient Diagnostics for Parametric Regression Models with Distortion Measurement Errors Incorporating Dimension-reduction
- Generalized likelihood ratio statistics and Wilks phenomenon
- Goodness-of-fit tests for linear regression models with missing response data
- Heteroscedasticity checks for regression models
- scientific article; zbMATH DE number 2015215 (Why is no real title available?)
- scientific article; zbMATH DE number 7376760 (Why is no real title available?)
- Improved model checking methods for parametric models with responses missing at random
- Integrated conditional moment test for partially linear single index models incorporating dimension-reduction
- Introduction to empirical processes and semiparametric inference
- Jackknife, bootstrap and other resampling methods in regression analysis
- Model checking for partially linear models with missing responses at random
- Model-checking techniques based on cumulative residuals
- Nonparametric model checks for regression
- On a projection-based class of uniformity tests on the hypersphere
- Pairwise distance-based heteroscedasticity test for regressions
- Weak convergence and empirical processes. With applications to statistics
This page was built for publication: Testing model adequacy and heteroscedasticity in parametric regression models with double resampling method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7363936)