Pages that link to "Item:Q734559"
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The following pages link to Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing (Q734559):
Displaying 16 items.
- Implementation of a goodness-of-fit test through Khmaladze martingale transformation (Q133700) (← links)
- Empirical smoothing lack-of-fit tests for variance function (Q413362) (← links)
- An omnibus test of goodness-of-fit for conditional distributions with applications to regression models (Q449354) (← links)
- Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
- Minimum distance conditional variance function checking in heteroscedastic regression models (Q631625) (← 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)
- Goodness-of-fit testing the error distribution in multivariate indirect regression (Q2323938) (← links)
- A model specification test for the variance function in nonparametric regression (Q2324330) (← links)
- Asymptotically distribution-free goodness-of-fit testing for tail copulas (Q2343967) (← links)
- Goodness-of-fit testing in regression: a finite sample comparison of bootstrap methodology and Khmaladze transformation (Q2567188) (← links)
- Conditional variance model checking (Q2655067) (← links)
- Estimating the conditional error distribution in non-parametric regression (Q2911717) (← links)
- Scale checks in censored regression (Q2911720) (← links)
- A Khmaladze-transformed test of fit with ML estimation in the presence of recurrent events (Q5197970) (← links)
- LACK-OF-FIT TESTING OF THE CONDITIONAL MEAN FUNCTION IN A CLASS OF MARKOV MULTIPLICATIVE ERROR MODELS (Q5397672) (← links)
