Pages that link to "Item:Q1350264"

The following pages link to Testing linear regression models using non-parametric regression estimators when errors are non-independent (Q1350264):

Displaying 17 items.

• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• Testing model assumptions in functional regression models (Q634563) (← links)
• Testing the hypothesis of a general linear model using nonparametric regression estimation (Q1345542) (← links)
• Bootstrap of minimum distance estimators in regression with correlated disturbances (Q1866237) (← links)
• A goodness-of-fit test for regression models with spatially correlated errors (Q2220799) (← links)
• TESTING INTERCEPT WITH NON-SAMPLE PRIOR INFORMATION FOR HYPOTHESIS MAXIMUM ON THE PARALLEL REGRESSION MODEL (Q2966949) (← links)
• Bootstrap test of goodness of fit to a linear model when errors are correlated (Q3125794) (← links)
• On Hotelling's Approach to Testing for a Nonlinear Parameter in Regression (Q3489159) (← links)
• (Q3780270) (← links)
• Testing problems with nuisance parameters: Linear models under non-classical assumptions (Q4207478) (← links)
• Testing in partial linear regression models with dependent errors (Q4709839) (← links)
• Goodness-of-fit tests for multiple regression with circular response (Q5086080) (← links)
• Testing for Trends in High-Dimensional Time Series (Q5231513) (← links)
• (Q5439272) (← links)
• Testing linearity of regression models with dependent errors by kernel based methods (Q5936980) (← links)
• Resampling for checking linear regression models via non-parametric regression estimation (Q5940725) (← links)
• On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap (Q6069070) (← links)