Pages that link to "Item:Q2771558"

The following pages link to Non-parametric estimation of the residual distribution (Q2771558):

Displaying 50 items.

• Parametric copula adjusted for non- and semiparametric regression (Q2131254) (← links)
• Empirical process theory for nonsmooth functions under functional dependence (Q2154954) (← links)
• Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks (Q2203624) (← links)
• A general approach for cure models in survival analysis (Q2215740) (← links)
• Estimation of the error density in a semiparametric transformation model (Q2255164) (← links)
• The empirical process of residuals from an inverse regression (Q2322945) (← links)
• Goodness-of-fit testing the error distribution in multivariate indirect regression (Q2323938) (← links)
• Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings (Q2325397) (← links)
• Estimating the conditional single-index error distribution with a partial linear mean regression (Q2348715) (← links)
• Estimation of the density of regression errors (Q2368851) (← links)
• A note on uniform consistency of monotone function estimators (Q2373657) (← links)
• Rejoinder on: Model-free model-fitting and predictive distributions (Q2392914) (← links)
• Goodness-of-fit tests in semiparametric transformation models using the integrated regression function (Q2401352) (← links)
• Testing in nonparametric ANCOVA model based on ridit reliability functional (Q2414944) (← links)
• Estimation of the density of regression errors by pointwise model selection (Q2439208) (← links)
• Goodness-of-fit tests for the error distribution in nonparametric regression (Q2445645) (← links)
• Optimal nonparametric estimation of the density of regression errors with finite support (Q2477002) (← links)
• Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing (Q2512612) (← links)
• Frontier estimation in nonparametric location-scale models (Q2512614) (← links)
• Goodness-of-fit tests in semiparametric transformation models (Q2629369) (← links)
• Nonparametric estimation of distributional policy effects (Q2630163) (← links)
• A note on non-parametric testing for Gaussian innovations in AR-ARCH models (Q2852597) (← links)
• Testing monotonicity of regression functions -- an empirical process approach (Q2852621) (← links)
• Testing for a change of the innovation distribution in nonparametric autoregression: the sequential empirical process approach (Q2868867) (← links)
• A nonparametric regression estimator that adapts to error distribution of unknown form (Q2886949) (← links)
• Comparing conditional quantile curves (Q2911653) (← links)
• ROC curves in non-parametric location-scale regression models (Q2911658) (← links)
• Estimation of a conditional copula and association measures (Q2911697) (← links)
• Empirical likelihood intervals for conditional value-at-risk in heteroscedastic regression models (Q2911698) (← links)
• Estimating the conditional error distribution in non-parametric regression (Q2911717) (← links)
• A convolution estimator for the density of nonlinear regression observations (Q2911718) (← links)
• Extended Glivenko–Cantelli Theorem in Nonparametric Regression (Q2931568) (← links)
• Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density (Q2934394) (← links)
• Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (Q2954305) (← links)
• cvmgof: an R package for Cramér–von Mises goodness-of-fit tests in regression models (Q3390623) (← links)
• BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS (Q3429888) (← links)
• ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY (Q3465600) (← links)
• Non‐parametric Analysis of Covariance – The Case of Inhomogeneous and Heteroscedastic Noise (Q3505349) (← links)
• A bootstrap version of the residual-based smooth empirical distribution function (Q3506265) (← links)
• Specification tests for the distribution of errors in nonparametric regression: a martingale approach (Q3627956) (← links)
• Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions (Q3631407) (← links)
• Estimating the Error Distribution in a Single-Index Model (Q4609019) (← links)
• Specification testing in nonparametric AR‐ARCH models (Q4629272) (← links)
• NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF TRUNCATED REGRESSION MODELS WITH HETEROSKEDASTICITY (Q4643222) (← links)
• Estimating functionals of the error distribution in parametric and nonparametric regression (Q4831091) (← links)
• Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models (Q4905885) (← links)
• Modified martingale difference correlations (Q5012350) (← links)
• The <i><i>L_p</i></i> consistency of error density estimator in censored linear regression (Q5078360) (← links)
• Testing symmetry for additive distortion measurement errors data (Q5082872) (← links)
• Correlation coefficient-based measure for checking symmetry or asymmetry of a continuous variable with additive distortion (Q5082965) (← links)