Pages that link to "Item:Q1299826"

The following pages link to Dimension-reduction type test for linearity of a stochastic regression model (Q1299826):

Displaying 12 items.

• Breaking the curse of dimensionality in nonparametric testing (Q91787) (← links)
• A robust adaptive-to-model enhancement test for parametric single-index models (Q1786902) (← links)
• Assessing linearity in high dimensions. (Q1848767) (← links)
• Model checks for functional linear regression models based on projected empirical processes (Q2291339) (← links)
• An adaptive-to-model test for partially parametric single-index models (Q2361467) (← links)
• A minimum projected-distance test for parametric single-index Berkson models (Q2414882) (← links)
• A goodness-of-fit test for variable-adjusted models (Q2419145) (← links)
• Model checking for regressions: an approach bridging between local smoothing and global smoothing methods (Q2419147) (← links)
• Non‐parametric Regression Tests Using Dimension Reduction Techniques (Q3552945) (← links)
• A Review on Dimension-Reduction Based Tests For Regressions (Q4609015) (← links)
• (Q4709770) (← links)
• Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors (Q6190723) (← links)