Pages that link to "Item:Q3077771"

The following pages link to Goodness-of-Fit Tests for Multiplicative Models with Dependent Data (Q3077771):

Displaying 22 items.

• Tests for the equality of conditional variance functions in nonparametric regression (Q887246) (← links)
• Estimating the error distribution in semiparametric transformation models (Q888235) (← links)
• Estimating the error distribution in nonparametric multiple regression with applications to model testing (Q962205) (← links)
• Asymptotic distribution-free tests for semiparametric regressions with dependent data (Q1650074) (← links)
• On estimating the nonparametric multiplicative error models (Q1668246) (← links)
• Exploring the constant coefficient of a single-index variation (Q1729802) (← links)
• Testing for a constant coefficient of variation in nonparametric regression by empirical processes (Q1926008) (← links)
• A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510) (← links)
• Testing for more positive expectation dependence with application to model comparison (Q2665851) (← links)
• Goodness-of-fit tests for semiparametric models with multiple event-time data (Q2746494) (← links)
• A note on non-parametric testing for Gaussian innovations in AR-ARCH models (Q2852597) (← links)
• Testing for a change of the innovation distribution in nonparametric autoregression: the sequential empirical process approach (Q2868867) (← links)
• Scale checks in censored regression (Q2911720) (← links)
• Bootstrap test of goodness of fit to a linear model when errors are correlated (Q3125794) (← links)
• The X^2 Goodness of Fit Statistic for Models with Parameters Estimated from Microdata (Q3730912) (← links)
• Specification testing in nonparametric AR‐ARCH models (Q4629272) (← links)
• (Q4854093) (← links)
• A Central Limit Theorem in Non‐parametric Regression with Truncated, Censored and Dependent Data (Q5177961) (← links)
• Comments on: ``An updated review of goodness-of-fit tests for regression models'' (Q5965558) (← links)
• The Tukey trend test: Multiplicity adjustment using multiple marginal models (Q6055568) (← links)
• Bootstrap specification tests for dynamic conditional distribution models (Q6108286) (← links)
• Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)