Pages that link to "Item:Q1848858"
From MaRDI portal
The following pages link to Generalized likelihood ratio statistics and Wilks phenomenon (Q1848858):
Displaying 50 items.
- Varying-coefficient models for dynamic networks (Q830565) (← links)
- A semiparametric model for cluster data (Q834344) (← links)
- Empirical likelihood for nonparametric parts in semiparametric varying-coefficient partially linear models (Q840794) (← links)
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models (Q850718) (← links)
- Tests for nonparametric parts on partially linear single index models (Q885563) (← links)
- Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
- Checking nonparametric component for partial linear regression model with missing response (Q900749) (← links)
- Adaptive goodness-of-fit tests based on signed ranks (Q930659) (← links)
- Semiparametric detection of significant activation for brain fMRI (Q939660) (← links)
- Confidence bands in nonparametric time series regression (Q939666) (← links)
- \(k\)-sample test based on the common area of kernel density estimators (Q951064) (← links)
- Analysis of variance, coefficient of determination and \(F\)-test for local polynomial regression (Q955131) (← links)
- Profile-kernel likelihood inference with diverging number of parameters (Q955140) (← links)
- Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models (Q959272) (← links)
- Functional coefficient autoregressive models for vector time series (Q959434) (← links)
- Simultaneous confidence band and hypothesis test in generalised varying-coefficient models (Q972894) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Nonparametric inference of quantile curves for nonstationary time series (Q988002) (← links)
- Non-stationary structural model with time-varying demand elasticities (Q993828) (← links)
- Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
- Quantile regression with varying coefficients (Q997372) (← links)
- Nonparametric \(F\)-tests for nested global and local polynomial models (Q998991) (← links)
- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates (Q1002167) (← links)
- Goodness-of-fit tests in parametric regression based on the estimation of the error distribution (Q1019116) (← links)
- Generalized likelihood ratio test for varying-coefficient models with different smoothing variables (Q1020117) (← links)
- An empirical study of a test for polynomial relationships in randomly right censored regression models (Q1020769) (← links)
- Efficient modeling and inference for event-related fMRI data (Q1023849) (← links)
- Statistical inference on parametric part for partially linear single-index model (Q1047848) (← links)
- A power comparison between nonparametric regression tests. (Q1427716) (← links)
- Testing conditional moment restrictions (Q1430924) (← links)
- Variance estimation for semiparametric regression models by local averaging (Q1616704) (← links)
- A frequency domain test for detecting nonstationary time series (Q1623488) (← links)
- Generalized nonparametric smoothing with mixed discrete and continuous data (Q1659130) (← links)
- Mixture of functional linear models and its application to CO\(_2\)-GDP functional data (Q1659351) (← links)
- A test for a parametric form of the volatility in second-order diffusion models (Q1695433) (← links)
- Factor models for asset returns based on transformed factors (Q1739597) (← links)
- Expansion for moments of regression quantiles with applications to nonparametric testing (Q1740509) (← links)
- Efficient semiparametric estimators via modified profile likelihood (Q1765673) (← links)
- Sieve empirical likelihood ratio tests for nonparametric functions (Q1766120) (← links)
- Wavelet estimation in varying-coefficient partially linear regression models (Q1770067) (← links)
- A robust adaptive-to-model enhancement test for parametric single-index models (Q1786902) (← links)
- Nonparametric estimates of the clean and dirty energy substitutability (Q1787620) (← links)
- Two-step estimation of time-varying additive model for locally stationary time series (Q1799876) (← links)
- Cross-validated SNP density estimates (Q1858960) (← links)
- Model specification tests in nonparametric stochastic regression models (Q1861390) (← links)
- On consistent minimax distinguishability and intermediate efficiency of Cramér--von Mises test (Q1878673) (← links)
- Assessing the equivalence of nonparametric regression tests based on spline and local polynomial smoothers (Q1888853) (← links)
- Testing for the parametric parts in a single-index varying-coefficient model (Q1934455) (← links)
- Spatial adaptation in heteroscedastic regression: propagation approach (Q1950843) (← links)
- Minimax hypothesis testing for curve registration (Q1950851) (← links)
