Pages that link to "Item:Q1825567"
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The following pages link to A stochastic minimum distance test for multivariate parametric models (Q1825567):
Displaying 5 items.
- On Hadamard differentiability in \(k\)-sample semiparametric models -- with applications to the assessment of structural relationships (Q557994) (← links)
- Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models (Q731720) (← links)
- A minimum projected-distance test for parametric single-index Berkson models (Q2414882) (← links)
- Integrated conditional moment test for partially linear single index models incorporating dimension-reduction (Q2452106) (← links)
- Generalization of the kolmogorov-smirnov goodness-of-fit test, usinggroup invariance (Q3432321) (← links)