Pages that link to "Item:Q1328353"

The following pages link to On bootstrapping \(M\)-estimated residual processes in multiple linear regression models (Q1328353):

Displaying 13 items.

• Goodness-of-fit tests in parametric regression based on the estimation of the error distribution (Q1019116) (← links)
• Bootstrapping \(M\)-estimators of a multiple linear regression parameter (Q1206724) (← links)
• Bootstrapping for multivariate linear regression models (Q1698265) (← links)
• Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter (Q1715548) (← links)
• Bootstrapping modified goodness-of-fit statistics with estimated parameters (Q2483845) (← links)
• Comparing distribution functions of errors in linear models: a nonparametric approach (Q2485554) (← links)
• An improved bootstrap test of stochastic dominance (Q2630159) (← links)
• BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS (Q3429888) (← links)
• Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals (Q3552975) (← links)
• Bootstrapping Regression Models with BLUS Residuals (Q4506090) (← links)
• Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap (Q4929188) (← links)
• A note on testing symmetry of the error distribution in linear regression models (Q5712071) (← links)
• Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity (Q6635567) (← links)