Pages that link to "Item:Q1590560"
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The following pages link to On bootstrapping \(L_2\)-type statistics in density testing (Q1590560):
Displaying 19 items.
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics (Q391607) (← links)
- Characteristic function-based hypothesis tests under weak dependence (Q414551) (← links)
- Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
- Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data (Q645527) (← links)
- Density testing in a contaminated sample (Q860334) (← links)
- A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension (Q2032194) (← links)
- Testing equality of a large number of densities under mixing conditions (Q2177717) (← links)
- The LIL for the Bickel-Rosenblatt test statistic (Q2370464) (← links)
- Spurious regression due to neglected of non-stationary volatility (Q2403404) (← links)
- Model checks in inverse regression models with convolution-type operators (Q2911719) (← links)
- A test for the equality of monotone transformations of two random variables (Q2954248) (← links)
- Bootstrapping L2-type statistics in copula density testing (Q3519375) (← links)
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE (Q3632403) (← links)
- Nonparametric testing the similarity of two unknown density functions: local power and bootstrap analysis (Q3836395) (← links)
- A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY (Q4917235) (← links)
- On the Bickel–Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes (Q5228346) (← links)
- Goodness‐of‐fit Test for Directional Data (Q5413956) (← links)
- A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue (Q5430502) (← links)
