Pages that link to "Item:Q1879928"

The following pages link to Martingale transforms goodness-of-fit tests in regression models. (Q1879928):

Displaying 50 items.

• Permutation test for heterogeneous treatment effects with a nuisance parameter (Q95381) (← links)
• Implementation of a goodness-of-fit test through Khmaladze martingale transformation (Q133700) (← links)
• Minimum distance partial linear regression model checking with Berkson measurement errors (Q274038) (← links)
• On distribution-free goodness-of-fit testing of exponentiality (Q291097) (← links)
• Testing multivariate distributions in GARCH models (Q291099) (← links)
• Distribution-free specification tests of conditional models (Q291101) (← links)
• Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• Goodness of fit tests for a class of Markov random field models (Q450023) (← links)
• Jackknife empirical likelihood tests for error distributions in regression models (Q450853) (← links)
• Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
• Testing functional inequalities (Q528113) (← links)
• Distribution-free test in Tobit mean regression model (Q538148) (← links)
• Tests for the error distribution in nonparametric possibly heteroscedastic regression models (Q619163) (← links)
• A lack-of-fit test in Tobit errors-in-variables regression models (Q645418) (← links)
• Estimating the error distribution function in semiparametric additive regression models (Q645626) (← links)
• Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing (Q734559) (← links)
• Lack of fit tests for linear regression models with many predictor variables using minimal weighted maximal matchings (Q739581) (← links)
• The transfer principle: a tool for complete case analysis (Q741815) (← links)
• Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
• Distribution-free testing in linear and parametric regression (Q825054) (← links)
• Distribution-free lack-of-fit tests in balanced mixed models (Q988111) (← links)
• Weak convergence of non-stationary multivariate marked processes with applications to martingale testing (Q996976) (← links)
• Goodness-of-fit problem for errors in nonparametric regression: distribution free approach (Q1043735) (← links)
• Goodness-of-fit tests in linear EV regression with replications (Q1639573) (← links)
• Asymptotic distribution-free tests for semiparametric regressions with dependent data (Q1650074) (← links)
• Distribution free testing for conditional distributions given covariates (Q1687241) (← links)
• Estimation and hypotheses testing in boundary regression models (Q1715536) (← links)
• A conversation with Estate V. Khmaladze (Q1790355) (← links)
• Goodness-of-fit testing of error distribution in linear measurement error models (Q1800808) (← links)
• Weighted resampling of martingale difference arrays with applications (Q1952172) (← links)
• Distribution-free specification test for volatility function based on high-frequency data with microstructure noise (Q2082567) (← links)
• Goodness-of-fit testing for copulas: a distribution-free approach (Q2203635) (← links)
• Lack-of-fit of a parametric measurement error AR(1) model (Q2216949) (← links)
• A goodness-of-fit test for copulas based on martingale transformation (Q2295802) (← links)
• Fitting a \(p\)th order parametric generalized linear autoregressive multiplicative error model (Q2297945) (← links)
• Adaptive-to-model checking for regressions with diverging number of predictors (Q2313276) (← links)
• Goodness-of-fit testing the error distribution in multivariate indirect regression (Q2323938) (← links)
• Asymptotically distribution-free goodness-of-fit testing for tail copulas (Q2343967) (← links)
• Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models (Q2348448) (← links)
• An adaptive-to-model test for partially parametric single-index models (Q2361467) (← links)
• Testing for additivity in partially linear regression with possibly missing responses (Q2451618) (← links)
• Regression model checking with Berkson measurement errors (Q2480017) (← links)
• Goodness-of-fit testing in regression: a finite sample comparison of bootstrap methodology and Khmaladze transformation (Q2567188) (← links)
• Testing semiparametric conditional moment restrictions using conditional martingale transforms (Q2630150) (← links)
• Conditional variance model checking (Q2655067) (← links)
• Testing Linear Regression Models in Non Regular Case (Q2797829) (← links)
• Efficiently estimating the error distribution in nonparametric regression with responses missing at random (Q2863042) (← links)
• Goodness-of-fit test for a nonlinear time series (Q3077669) (← links)
• Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View (Q3182775) (← links)