Pages that link to "Item:Q2716480"
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The following pages link to Consistent model specification tests. (Kernel-based tests versus Bierens' ICM tests) (Q2716480):
Displaying 50 items.
- Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
- An adaptive empirical likelihood test for parametric time series regression models (Q289191) (← links)
- Specification testing in discretized diffusion models: theory and practice (Q299265) (← links)
- A nonparametric test for equality of distributions with mixed categorical and continuous data (Q301978) (← links)
- Powerful nonparametric checks for quantile regression (Q338398) (← links)
- A nonparametric \(R^2\) test for the presence of relevant variables (Q394568) (← links)
- Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency (Q418236) (← links)
- A consistent model specification test with mixed discrete and continuous data (Q451277) (← links)
- Regression discontinuity designs with unknown discontinuity points: testing and estimation (Q496153) (← links)
- Testing functional inequalities (Q528113) (← links)
- Generalized runs tests for the IID hypothesis (Q737912) (← links)
- Consistent test of error-in-variables partially linear model with auxiliary variables (Q746872) (← links)
- Checking nonparametric component for partial linear regression model with missing response (Q900749) (← links)
- On the performance of nonparametric specification tests in regression models (Q951882) (← links)
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
- A simple consistent bootstrap test for a parametric regression function (Q1305653) (← links)
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models (Q1389742) (← links)
- Consistent bootstrap tests of parametric regression functions (Q1584766) (← links)
- A martingale-difference-divergence-based test for specification (Q1673555) (← links)
- Comparison of a large number of regression curves (Q1679568) (← links)
- Some higher-order theory for a consistent non-parametric model specification test (Q1866255) (← links)
- Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics (Q1934483) (← links)
- Adaptive testing using data-driven method selecting smoothing parameters (Q2158395) (← links)
- Testing distributional assumptions using a continuum of moments (Q2227064) (← links)
- A scalable nonparametric specification testing for massive data (Q2317283) (← links)
- Model checking for regressions: an approach bridging between local smoothing and global smoothing methods (Q2419147) (← links)
- Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory (Q2448409) (← links)
- Testing for separability in structural equations (Q2451798) (← links)
- Nonparametric inference for counterfactual means: bias-correction, confidence sets, and weak IV (Q2512596) (← links)
- Constructing smooth tests without estimating the eigenpairs of the limiting process (Q2512599) (← links)
- Semiparametric tests of conditional moment restrictions under weak or partial identification (Q2628858) (← links)
- Testing semiparametric conditional moment restrictions using conditional martingale transforms (Q2630150) (← links)
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
- SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA (Q2995416) (← links)
- SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE (Q3168871) (← links)
- Goodness-of-fit tests for functional data (Q3406050) (← links)
- TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT (Q3453248) (← links)
- ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS (Q3551019) (← links)
- A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS (Q4443966) (← links)
- A Review on Dimension-Reduction Based Tests For Regressions (Q4609015) (← links)
- SPECIFICATION TESTING FOR ERRORS-IN-VARIABLES MODELS (Q4959132) (← links)
- NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS (Q5081788) (← links)
- INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS (Q5389956) (← links)
- Bootstrap non-parametric significance test (Q5450525) (← links)
- Testing the Fit of a Vector Autoregressive Moving Average Model (Q5467617) (← links)
- A Projection-Based Nonparametric Test of Conditional Quantile Independence (Q5860974) (← links)
- Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes (Q5864457) (← links)
- An adaptive lack of fit test for big data (Q5880165) (← links)
- Stochastically weighted average conditional moment tests of functional form (Q5881678) (← links)
