Pages that link to "Item:Q1148085"

The following pages link to The empirical distribution function of residuals from generalised regression (Q1148085):

Displaying 49 items.

• Estimation of a distribution from data with small measurement errors (Q372132) (← links)
• When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs (Q464198) (← links)
• Chi-squared tests for general composite hypotheses from censored samples (Q627759) (← links)
• Estimating the error distribution function in semiparametric additive regression models (Q645626) (← links)
• \(L_1\)-consistent estimation of the density of residuals in random design regression models (Q654496) (← links)
• Asymptotic distributions of error density and distribution function estimators in nonparametric regression (Q707046) (← links)
• Some developments in semiparametric statistics (Q715787) (← links)
• Estimating the innovation distribution in nonparametric autoregression (Q1017896) (← links)
• Testing independence in nonparametric regression (Q1021854) (← links)
• Goodness-of-fit problem for errors in nonparametric regression: distribution free approach (Q1043735) (← links)
• Estimating linear functionals of the error distribution in nonparametric regression (Q1417795) (← links)
• Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression (Q1417796) (← links)
• Transfer of tail information in censored regression models (Q1578287) (← links)
• Efficient estimation of Banach parameters in semiparametric models (Q1781163) (← links)
• Goodness-of-fit testing of error distribution in linear measurement error models (Q1800808) (← links)
• Smooth goodness-of-fit tests for composite hypothesis in hazard based models (Q1807144) (← links)
• An alternative formulation of Neyman's smooth goodness of fit tests under composite alternatives (Q1819495) (← links)
• Weak convergence of the empirical process of residuals in linear models with many parameters (Q1848882) (← links)
• Tests for the response distribution in a Poisson regression model (Q1866228) (← links)
• Consistency of error density and distribution function estimators in nonparametric regression. (Q1871280) (← links)
• Martingale transforms goodness-of-fit tests in regression models. (Q1879928) (← links)
• Empirical process of residuals for high-dimensional linear models (Q1922408) (← links)
• Real-time prequential goodness-of-fit testing of life distributions in renewal processes (Q2244475) (← links)
• Data transformations and goodness-of-fit tests for type-II right censored samples (Q2256601) (← links)
• On tests for normality of experimental error in ridge regression (Q2266544) (← links)
• Comparing distribution functions of errors in linear models: a nonparametric approach (Q2485554) (← links)
• Fitting an error distribution in some heteroscedastic time series models (Q2497190) (← links)
• Specification tests for the response distribution in generalized linear models (Q2512786) (← links)
• Goodness-of-fit testing in regression: a finite sample comparison of bootstrap methodology and Khmaladze transformation (Q2567188) (← links)
• Chi-Squared Goodness-of-Fit Tests for Parametric Accelerated Failure Time Models (Q2859315) (← links)
• Local Fourier tests for structural change based on residuals (Q2980048) (← links)
• The empirical process of autoregressive residuals (Q3161682) (← links)
• Empirical process based on the recursive residuals in functional measurement error models (Q3409005) (← links)
• Testing distributions in large numbers of small samples (Q3473185) (← links)
• A bootstrap version of the residual-based smooth empirical distribution function (Q3506265) (← links)
• Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals (Q3552975) (← links)
• Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions (Q3631407) (← links)
• Empirical and rank processes of observations and residuals (Q3681716) (← links)
• Cross-validatory, recursive and partial residuals for non-linear models: theory (Q3796569) (← links)
• Bootstrapping empirical distribution functions of residuals from autoregressive model fitting (Q4337285) (← links)
• Pearson‐type goodness‐of‐fit tests for regression (Q4378572) (← links)
• Box-Cox transformations in linear models: Large sample theory and tests of normality (Q4801369) (← links)
• Estimating functionals of the error distribution in parametric and nonparametric regression (Q4831091) (← links)
• Rate of convergence of the density estimation of regression residual (Q4918191) (← links)
• A COMPARISON OF ALTERNATIVE APPROACHES TO SUPREMUM-NORM GOODNESS-OF-FIT TESTS WITH ESTIMATED PARAMETERS (Q4979322) (← links)
• Modified martingale difference correlations (Q5012350) (← links)
• EDF tests of goodness of fit for transform‐both‐sides models (Q5691193) (← links)
• Testing stochastic dominance with many conditioning variables (Q6108264) (← links)
• Nonlinear regression models with single‐index heteroscedasticity (Q6187985) (← links)