Pages that link to "Item:Q2497949"

The following pages link to Towards data driven selection of a penalty function for data driven Neyman tests (Q2497949):

Displaying 24 items.

• K-Sample Test for Equality of Copulas (Q89269) (← links)
• A two-sample test when data are contaminated (Q257616) (← links)
• Comparing two mixing densities in nonparametric mixture models (Q288268) (← links)
• Data-driven smooth tests for a location-scale family revisited (Q715759) (← links)
• Nonparametric tests for stochastic ordering (Q1946885) (← links)
• Inventory -- forecasting: mind the gap (Q2077906) (← links)
• Data-driven portmanteau tests for time series (Q2084715) (← links)
• Univariate likelihood projections and characterizations of the multivariate normal distribution (Q2196125) (← links)
• A permutation test for the two-sample right-censored model (Q2230879) (← links)
• Data driven smooth test of comparison for dependent sequences (Q2350057) (← links)
• Data-driven smooth tests for the martingale difference hypothesis (Q2445650) (← links)
• Constructing smooth tests without estimating the eigenpairs of the limiting process (Q2512599) (← links)
• A data-driven smooth test of symmetry (Q2516319) (← links)
• An automatic portmanteau test for serial correlation (Q2628840) (← links)
• Testing the equality of the laws of two strictly stationary processes (Q2694807) (← links)
• Data driven versions of neyman's test for uniformity based on bayesian rule (Q2720216) (← links)
• A smooth test for the equality of distributions (Q2847589) (← links)
• Two-sample test against one-sided alternatives (Q2911722) (← links)
• (Q4246938) (← links)
• (Q4884621) (← links)
• A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
• A simple portmanteau test with data-driven truncation point (Q6567422) (← links)
• ARMA model checking with data-driven portmanteau tests (Q6596734) (← links)
• Powerful Backtests for Historical Simulation Expected Shortfall Models (Q6626253) (← links)