Pages that link to "Item:Q1848858"

The following pages link to Generalized likelihood ratio statistics and Wilks phenomenon (Q1848858):

Displaying 50 items.

• Efficient model selection in semivarying coefficient models (Q1950914) (← links)
• A powerful test based on tapering for use in functional data analysis (Q1951781) (← links)
• A Bernstein-von Mises theorem for discrete probability distributions (Q1951969) (← links)
• A difference based approach to the semiparametric partial linear model (Q1952202) (← links)
• Goodness-of-fit tests for the spatial spectral density (Q2001998) (← links)
• Testing constancy in varying coefficient models (Q2024439) (← links)
• An optimal test for the additive model with discrete or categorical predictors (Q2027221) (← links)
• From multivariate to functional data analysis: fundamentals, recent developments, and emerging areas (Q2062763) (← links)
• Invariant tests for functional data with application to an earthquake impact study (Q2078568) (← links)
• Testing subspace restrictions in the presence of high dimensional nuisance parameters (Q2084475) (← links)
• An empirical likelihood check with varying coefficient fixed effect model with panel data (Q2126031) (← links)
• Adaptive structure inferences on partially linear error-in-function models with error-prone covariates (Q2131894) (← links)
• Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components (Q2131898) (← links)
• Sufficient dimension reduction in the presence of controlling variables (Q2169100) (← links)
• Nonparametric inference for covariate-adjusted model (Q2173365) (← links)
• Estimation for varying coefficient panel data model with cross-sectional dependence (Q2175225) (← links)
• Model-free conditional screening via conditional distance correlation (Q2175650) (← links)
• Surface temperature monitoring in liver procurement via functional variance change-point analysis (Q2179949) (← links)
• Estimation and inference in partially functional linear regression with multiple functional covariates (Q2189097) (← links)
• Bounds for the asymptotic distribution of the likelihood ratio (Q2192735) (← links)
• Nonparametric distributed learning under general designs (Q2199703) (← links)
• Specification test for Markov models with measurement errors (Q2252889) (← links)
• Statistical inference for partially linear regression models with measurement errors (Q2257065) (← links)
• Statistical inference for the index parameter in single-index models (Q2267599) (← links)
• The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square (Q2273603) (← links)
• Profile statistical inference for partially linear additive models with a diverging number of parameters (Q2287379) (← links)
• An overview of semiparametric extensions of finite mixture models (Q2292392) (← links)
• A robust varying coefficient approach to fuzzy multiple regression model (Q2297146) (← links)
• A scalable nonparametric specification testing for massive data (Q2317283) (← links)
• Inference on varying-coefficient partially linear regression model (Q2343574) (← links)
• High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775) (← links)
• Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
• Empirical likelihood for regression discontinuity design (Q2346018) (← links)
• Curve registration by nonparametric goodness-of-fit testing (Q2348101) (← links)
• Adaptive estimation for varying coefficient models (Q2348441) (← links)
• SCAD-penalized regression for varying-coefficient models with autoregressive errors (Q2348446) (← links)
• Robust comparison of regression curves (Q2348720) (← links)
• Testing regression models with selection-biased data (Q2351692) (← links)
• Joint asymptotics for semi-nonparametric regression models with partially linear structure (Q2352744) (← links)
• An adaptive-to-model test for partially parametric single-index models (Q2361467) (← links)
• A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
• Data-driven rate-optimal specification testing in regression models (Q2388358) (← links)
• On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates (Q2390454) (← links)
• Generalized varying coefficient partially linear measurement errors models (Q2397047) (← links)
• Model specification test in a semiparametric regression model for longitudinal data (Q2401356) (← links)
• Quadratic distances on probabilities: A unified foundation (Q2426631) (← links)
• Local and global asymptotic inference in smoothing spline models (Q2438763) (← links)
• Nonparametric specification for non-stationary time series regression (Q2444659) (← links)
• Goodness-of-fit tests for the error distribution in nonparametric regression (Q2445645) (← links)
• Statistical inference of partially linear regression models with heteroscedastic errors (Q2455463) (← links)