Pages that link to "Item:Q1367963"
From MaRDI portal
The following pages link to Nonparametric smoothing and lack-of-fit tests (Q1367963):
Displaying 50 items.
- Goodness-of-fit tests in semiparametric transformation models (Q2629369) (← links)
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
- Testing the adequacy of a linear model<i>VIA</i>critical smoothing (Q2720220) (← links)
- A new test for checking the equality of the correlation structures of two time series (Q2802913) (← links)
- A smooth test for the equality of distributions (Q2847589) (← links)
- A note on testing the regression functions via nonparametric smoothing (Q3019146) (← links)
- Testing the linearity in partially linear models (Q3021178) (← links)
- Goodness-of-Fit Test for Monotone Functions (Q3103132) (← links)
- Lack-of-fit tests in linear mixed models with application to wavelet tests (Q3106427) (← links)
- Covariate Adjusted Correlation Analysis with Application to FMR1 Premutation Female Carrier Data (Q3183215) (← links)
- A Smooth Test of Goodness-of-Fit for Growth Curves and Monotonic Nonlinear Regression Models (Q3445340) (← links)
- Kernel-Based Profile Estimation for Ordinary Differential Equations with Partially Measured State Variables (Q3458082) (← links)
- SPECIFICATION TESTING WHEN THE NULL IS NONPARAMETRIC OR SEMIPARAMETRIC (Q3465604) (← links)
- Assessing Ordinal Logistic Regression Models via Nonparametric Smoothing (Q3499077) (← links)
- Economic Reform, Growth and Convergence in China (Q3499432) (← links)
- Stable and bias-corrected estimation for nonparametric regression models (Q3521111) (← links)
- An ANOVA-type nonparametric diagnostic test for heteroscedastic regression models (Q3523675) (← links)
- Tests and Diagnostic Plots for Detecting Lack‐of‐Fit for Circular‐Linear Regression Models (Q3530114) (← links)
- A geometric interpretation of the multiresolution criterion in nonparametric regression (Q3535703) (← links)
- ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS (Q3551019) (← links)
- Testing for Lack of Fit in Inverse Regression—with Applications to Biophotonic Imaging (Q3551030) (← links)
- Consistent Model Selection and Data-Driven Smooth Tests for Longitudinal Data in the Estimating Equations Approach (Q3551037) (← links)
- An Adaptive Two‐stage Estimation Method for Additive Models (Q3552977) (← links)
- Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes (Q3564822) (← links)
- Adaptive Nonparametric Comparison of Regression Curves (Q3566577) (← links)
- Comparison of Nonparametric Components in Two Partially Linear Models (Q3585280) (← links)
- Testing for Linear Regression Relationships in Randomly Right-Censored Varying-Coefficient Models (Q3589993) (← links)
- Comment on ‘Parametric versus nonparametrics: two alternative methodologies’ (Q3627336) (← links)
- Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions (Q3631407) (← links)
- Estimation of the Variance Function in Heteroscedastic Linear Regression Models (Q3631435) (← links)
- On Asymptotic Minimaxity of Kernel-based Tests (Q4405595) (← links)
- Testing normality using kernel methods (Q4435694) (← links)
- A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS (Q4443966) (← links)
- Adaptive tests of regression functions via multiscale generalized likelihood ratios (Q4454065) (← links)
- Testing the Goodness of Fit of Parametric Regression Models with Random Toeplitz Forms (Q4455914) (← links)
- Some Methodological Aspects of Validation of Models in Nonparametric Regression (Q4469582) (← links)
- Model selection criteria with data dependent penalty, with applications to data-driven neyman smooth tests (Q4512746) (← links)
- Bootstrapping the order selection test (Q4551598) (← links)
- A Review on Dimension-Reduction Based Tests For Regressions (Q4609015) (← links)
- False discovery rates for large-scale model checking under certain dependence (Q4638683) (← links)
- An Empirical Likelihood Goodness-of-Fit Test for Time Series (Q4672184) (← links)
- Goodness of Fit via Non-parametric Likelihood Ratios (Q4677109) (← links)
- ON TESTING THE GOODNESS-OF-FIT OF NONLINEAR HETEROSCEDASTIC REGRESSION MODELS (Q4787590) (← links)
- Inference on variance components of autocorrelated sequences in the presence of drift (Q4796545) (← links)
- Testing Hypotheses About Contours in Images (Q4805743) (← links)
- Automatic Smoothing and Estimation in Single Index Poisson Regression (Q4805925) (← links)
- Nonparametric regression with infinite order flat-top kernels (Q4831092) (← links)
- A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS (Q5012630) (← links)
- A simple test for spatial heteroscedasticity in spatially varying coefficient models (Q5065275) (← links)
- Inference of the derivative of nonparametric curve based on confidence distribution (Q5077206) (← links)