Pages that link to "Item:Q1317257"

The following pages link to Comparing nonparametric versus parametric regression fits (Q1317257):

Displaying 50 items.

• Variable selection in a class of single-index models (Q652608) (← links)
• Bootstrap confidence interval for a correlation curve (Q654457) (← links)
• Some properties of a lack-of-fit test for a linear errors in variables model (Q705031) (← links)
• Using local linear kernel smoothers to test the lack of fit of nonlinear regression models (Q713661) (← links)
• Improved model checking methods for parametric models with responses missing at random (Q730434) (← links)
• Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900) (← links)
• Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
• Editorial. Moment restriction-based econometric methods: an overview (Q738038) (← links)
• Specification testing in nonparametric instrumental variable estimation (Q738164) (← links)
• Lack of fit tests for linear regression models with many predictor variables using minimal weighted maximal matchings (Q739581) (← links)
• Editorial to the special issue on applicable semiparametrics of computational statistics (Q740077) (← links)
• Selecting local models in multiple regression by maximizing power (Q745341) (← links)
• Goodness-of-fit testing for varying-coefficient models (Q745440) (← links)
• Simultaneous inference of the partially linear model with a multivariate unknown function (Q830711) (← links)
• Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances (Q847427) (← links)
• Density testing in a contaminated sample (Q860334) (← links)
• Nonparametric models and their estimation (Q862786) (← links)
• Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
• A locally asymptotically powerful test for nonlinear autoregressive models (Q931815) (← links)
• On the performance of nonparametric specification tests in regression models (Q951882) (← links)
• Testing additivity in nonparametric regression under random censorship (Q952838) (← links)
• Diagnostic checking for multivariate regression models (Q953847) (← links)
• Comparison of curves based on a Cramér-von Mises statistic (Q956881) (← links)
• The choice of smoothing parameter in nonparametric regression through wild bootstrap (Q957029) (← links)
• Nonparametric lack-of-fit tests for parametric mean-regression models with censored data (Q958919) (← links)
• Testing the equality of linear single-index models (Q962211) (← links)
• Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
• Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
• On nonparametric comparison of images and regression surfaces (Q984648) (← links)
• Nonparametric inference of quantile curves for nonstationary time series (Q988002) (← links)
• Fractals with point impact in functional linear regression (Q988015) (← links)
• Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates (Q1002167) (← links)
• Model checking for partially linear models with missing responses at random (Q1002346) (← links)
• Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
• Goodness-of-fit tests in parametric regression based on the estimation of the error distribution (Q1019116) (← links)
• An empirical study of a test for polynomial relationships in randomly right censored regression models (Q1020769) (← links)
• Testing the link when the index is semiparametric -- a comparative study (Q1020771) (← links)
• Testing independence in nonparametric regression (Q1021854) (← links)
• Goodness-of-fit tests for parametric regression with selection biased data (Q1022019) (← links)
• On the power transformation of kernel-based tests for serial correlation in vector time series: some finite sample results and a comparison with the bootstrap (Q1023788) (← links)
• Testing procedures for detection of linear dependencies in efficiency models (Q1027448) (← links)
• A bootstrap approach to model checking for linear models under length-biased data (Q1029643) (← links)
• Testing conditional independence via Rosenblatt transforms (Q1043721) (← links)
• Bootstrap, wild bootstrap, and asymptotic normality (Q1203924) (← links)
• Nonparametric bootstrap confidence intervals for discrete regression functions (Q1260690) (← links)
• Testing linearity for NARX models (Q1287103) (← links)
• Testing the hypothesis of a generalized linear regression model using nonparametric regression estimation (Q1299384) (← links)
• Estimation of an autoregressive semiparametric model with exogenous variables (Q1299534) (← links)
• Linearity testing using local polynomial approximation (Q1299548) (← links)
• Towards a nonparametric test of linearity for times series (Q1299551) (← links)