Pages that link to "Item:Q133698"

The following pages link to Martingale Approach in the Theory of Goodness-of-Fit Tests (Q133698):

Displaying 50 items.

• GofKmt (Q27028) (← links)
• Permutation test for heterogeneous treatment effects with a nuisance parameter (Q95381) (← links)
• Implementation of a goodness-of-fit test through Khmaladze martingale transformation (Q133700) (← links)
• Guest editorial. Specification testing (Q291095) (← links)
• On distribution-free goodness-of-fit testing of exponentiality (Q291097) (← links)
• Testing multivariate distributions in GARCH models (Q291099) (← links)
• Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
• Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269) (← links)
• On score-functions and goodness-of-fit tests for stochastic processes (Q324614) (← links)
• On goodness-of-fit tests for parametric hypotheses in perturbed dynamical systems using a minimum distance estimator (Q329052) (← links)
• Goodness of fit tests for a class of Markov random field models (Q450023) (← links)
• On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes (Q466061) (← links)
• Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
• Fitting a two phase threshold multiplicative error model (Q515143) (← links)
• Distribution-free test in Tobit mean regression model (Q538148) (← links)
• Goodness-of-fit tests for copulas (Q558063) (← links)
• A lack-of-fit test in Tobit errors-in-variables regression models (Q645418) (← links)
• Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing (Q734559) (← links)
• Model checks for Cox-type regression models based on optimally weighted martingale residuals (Q745982) (← links)
• Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
• On ADF goodness-of-fit tests for perturbed dynamical systems (Q888487) (← links)
• Estimation of parameters in the discrete distributions of order k (Q908627) (← links)
• Asymptotic properties of some goodness-of-fit tests based on the \(L_ 1\)-norm (Q910121) (← links)
• Distribution-free lack-of-fit tests in balanced mixed models (Q988111) (← links)
• Goodness-of-fit testing under long memory (Q993816) (← links)
• Local power of a Cramér-von Mises type test for parametric autoregressive models of order one (Q1004758) (← links)
• Goodness-of-fit tests for continuous regression (Q1023983) (← links)
• Some test statistics based on the martingale term of the empirical distribution function (Q1112506) (← links)
• Generalized martingale-residual processes for goodness-of-fit inference in Cox's type regression models (Q1359430) (← links)
• Model checks under random censorship (Q1359796) (← links)
• Concentration and goodness-of-fit in higher dimensions: (Asymptotically) distribution-free methods (Q1568266) (← links)
• Goodness of fit test for discrete random variables (Q1615174) (← links)
• Multivariate specification tests based on a dynamic Rosenblatt transform (Q1662851) (← links)
• Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities (Q1703835) (← links)
• On APF test for Poisson process with shift and scale parameters (Q1726820) (← links)
• Smooth goodness-of-fit tests for composite hypothesis in hazard based models (Q1807144) (← links)
• Empirical process of the squared residuals of an ARCH sequence (Q1848867) (← links)
• Martingale transforms goodness-of-fit tests in regression models. (Q1879928) (← links)
• Goodness-of-fit tests for long memory moving average marginal density (Q1938500) (← links)
• Weighted resampling of martingale difference arrays with applications (Q1952172) (← links)
• How to test that a given process is an Ornstein-Uhlenbeck process (Q2046298) (← links)
• Distribution-free specification test for volatility function based on high-frequency data with microstructure noise (Q2082567) (← links)
• Weak convergence of marked empirical processes in a Hilbert space and its applications (Q2209836) (← links)
• Testing hypothesis on transition distributions of a Markov sequence (Q2242845) (← links)
• A goodness-of-fit test for copulas based on martingale transformation (Q2295802) (← links)
• Adaptive-to-model checking for regressions with diverging number of predictors (Q2313276) (← links)
• Goodness-of-fit testing the error distribution in multivariate indirect regression (Q2323938) (← links)
• Nonparametric estimation and inference on conditional quantile processes (Q2343758) (← links)
• Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
• Distribution free testing of goodness of fit in a one dimensional parameter space (Q2344891) (← links)