Pages that link to "Item:Q1019116"
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The following pages link to Goodness-of-fit tests in parametric regression based on the estimation of the error distribution (Q1019116):
Displaying 50 items.
- Specification tests in nonparametric regression (Q291106) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Comments on: ``An updated review of goodness-of-fit tests for regression models'' (Q364175) (← links)
- Rejoinder on: ``An updated review of goodness-of-fit tests for regression models'' (Q364176) (← links)
- An omnibus test of goodness-of-fit for conditional distributions with applications to regression models (Q449354) (← links)
- Estimating the error distribution function in semiparametric additive regression models (Q645626) (← links)
- Empirical likelihood estimators for the error distribution in nonparametric regression models (Q734542) (← 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)
- Fractals with point impact in functional linear regression (Q988015) (← links)
- Estimating the innovation distribution in nonparametric autoregression (Q1017896) (← links)
- Testing independence in nonparametric regression (Q1021854) (← links)
- Goodness-of-fit tests for parametric regression with selection biased data (Q1022019) (← links)
- Une méthode semi-paramétrique pour tester un modèle de régression. (A semi-parametric method to test a regression model) (Q1408195) (← links)
- Minimum distance regression model checking (Q1417798) (← links)
- Goodness-of-fit test with nuisance regression and scale (Q1434493) (← links)
- Goodness-of-fit tests in linear EV regression with replications (Q1639573) (← links)
- Asymptotic distribution-free tests for semiparametric regressions with dependent data (Q1650074) (← links)
- A robust adaptive-to-model enhancement test for parametric single-index models (Q1786902) (← links)
- A constructive hypothesis test for the single-index models with two groups (Q1786905) (← links)
- Pairwise distance-based tests for conditional symmetry (Q1796941) (← links)
- Empirical likelihood based testing for regression (Q1951764) (← links)
- Goodness-of-fit tests for nonlinear heteroscedastic regression models (Q1962149) (← links)
- A goodness-of-fit test for regression models with spatially correlated errors (Q2220799) (← links)
- Distance-covariance-based tests for heteroscedasticity in nonlinear regressions (Q2239335) (← links)
- Tests for validity of the semiparametric heteroskedastic transformation model (Q2291336) (← links)
- Specification tests in semiparametric transformation models --- a multiplier bootstrap approach (Q2305305) (← links)
- Adaptive-to-model checking for regressions with diverging number of predictors (Q2313276) (← links)
- A scalable nonparametric specification testing for massive data (Q2317283) (← links)
- Testing regression models with selection-biased data (Q2351692) (← links)
- Model checking for parametric regressions with response missing at random (Q2352448) (← links)
- An adaptive-to-model test for partially parametric single-index models (Q2361467) (← links)
- Goodness-of-fit tests in semiparametric transformation models using the integrated regression function (Q2401352) (← links)
- Goodness-of-fit tests for the error distribution in nonparametric regression (Q2445645) (← links)
- Testing for additivity in partially linear regression with possibly missing responses (Q2451618) (← links)
- Goodness-of-fit tests in semiparametric transformation models (Q2629369) (← links)
- Testing monotonicity of regression functions -- an empirical process approach (Q2852621) (← links)
- Measuring the discrepancy of a parametric model via local polynomial smoothing (Q2852622) (← links)
- Scale checks in censored regression (Q2911720) (← links)
- Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (Q2954305) (← links)
- A Simple Goodness-of-Fit Test for Parametric Regression Models (Q3155329) (← links)
- cvmgof: an R package for Cramér–von Mises goodness-of-fit tests in regression models (Q3390623) (← links)
- (Q3552466) (← links)
- Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals (Q3552975) (← links)
- (Q4568138) (← links)
- A goodness-of-fit test for generalized error distribution (Q4605232) (← links)
- A Review on Dimension-Reduction Based Tests For Regressions (Q4609015) (← links)
- ON TESTING THE GOODNESS-OF-FIT OF NONLINEAR HETEROSCEDASTIC REGRESSION MODELS (Q4787590) (← links)
- Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models (Q5086320) (← links)
- Consistent model checking procedures for parametric regressions with missing response (Q5875213) (← links)