Pages that link to "Item:Q5712071"
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The following pages link to A note on testing symmetry of the error distribution in linear regression models (Q5712071):
Displaying 17 items.
- A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models (Q376708) (← links)
- Goodness-of-fit tests in semi-linear models (Q693329) (← links)
- Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting (Q830603) (← links)
- A Monte Carlo evaluation of the performance of two new tests for symmetry (Q1695416) (← links)
- Specification tests for the error distribution in GARCH models (Q1927139) (← links)
- A simple consistent test of conditional symmetry in symmetrically trimmed Tobit models (Q2294510) (← links)
- Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function (Q2374429) (← links)
- Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models (Q4905885) (← links)
- Testing symmetry based on empirical likelihood (Q5036342) (← links)
- Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient (Q5082969) (← links)
- A rule of thumb for testing symmetry about an unknown median against a long right tail (Q5219482) (← links)
- Testing conditional symmetry without smoothing (Q5299878) (← links)
- Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models (Q5321945) (← links)
- Comments on: ``An updated review of goodness-of-fit tests for regression models'' (Q5965559) (← links)
- Tests for symmetry based on the integrated empirical process (Q6114248) (← links)
- Testing symmetry of model errors for non linear multiplicative distortion measurement error models (Q6588673) (← links)
- Testing Conditional Mean Independence Under Symmetry (Q6623213) (← links)
