Pages that link to "Item:Q2739340"

The following pages link to Nonparametric Monte Carlo tests for multivariate distributions (Q2739340):

Displaying 25 items.

• Nonparametric checks for varying coefficient models with missing response at random (Q353325) (← links)
• Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
• Diagnostic checking for multivariate regression models (Q953847) (← links)
• Monte-Carlo evaluation of multivariate normal probabilities (Q1362040) (← links)
• Transformation-based estimation (Q1623639) (← links)
• Testing for central symmetry and inference of the unknown center (Q1663104) (← links)
• Pairwise distance-based tests for conditional symmetry (Q1796941) (← links)
• On the mean residual life regression model (Q1873103) (← links)
• Testing the adequacy of varying coefficient models with missing responses at random (Q1938873) (← links)
• Optimal tests for elliptical symmetry: specified and unspecified location (Q1983598) (← links)
• On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence (Q2274935) (← links)
• Tests for validity of the semiparametric heteroskedastic transformation model (Q2291336) (← links)
• A feasible high dimensional randomization test for the mean vector (Q2317248) (← links)
• An adaptive-to-model test for partially parametric single-index models (Q2361467) (← links)
• Model checking for general linear regression with nonignorable missing response (Q2419142) (← links)
• Optimal forecast combinations under general loss functions and forecast error distributions (Q2439089) (← links)
• A characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic function (Q2452630) (← links)
• Nonparametric checks for single-index models (Q2569234) (← links)
• Testing for spherical symmetry via the empirical characteristic function (Q2934858) (← links)
• A goodness-of-fit test for a varying-coefficients model in longitudinal studies (Q3627955) (← links)
• Generalized Monte Carlo significance tests (Q4729174) (← links)
• A test for symmetries of multivariate probability distributions (Q4935361) (← links)
• Finite-sample inference and nonstandard asymptotics with Monte Carlo tests and R (Q5116807) (← links)
• Testing for positive expectation dependence (Q5963706) (← links)
• Tests for high-dimensional generalized linear models under general covariance structure (Q6626685) (← links)