Pages that link to "Item:Q2771558"

The following pages link to Non-parametric estimation of the residual distribution (Q2771558):

Displaying 50 items.

• Specification tests for the propensity score (Q143736) (← links)
• A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data (Q268733) (← links)
• A discontinuity test for identification in triangular nonseparable models (Q284307) (← links)
• Specification tests in nonparametric regression (Q291106) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• Estimation of a distribution from data with small measurement errors (Q372132) (← links)
• Bivariate censored regression relying on a new estimator of the joint distribution function (Q433778) (← links)
• Tests for the error distribution in nonparametric possibly heteroscedastic regression models (Q619163) (← links)
• Quantile inference for heteroscedastic regression models (Q630938) (← 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)
• Nonparametric estimation of the density of regression errors (Q654555) (← links)
• Goodness-of-fit tests in semi-linear models (Q693329) (← links)
• Asymptotic distributions of error density and distribution function estimators in nonparametric regression (Q707046) (← links)
• Strongly consistent density estimation of the regression residual (Q712519) (← links)
• Estimations of the parameter of a Dirichlet distribution using residual allocation model representations and sampling properties (Q713640) (← links)
• Some developments in semiparametric statistics (Q715787) (← links)
• On the estimation of a monotone conditional variance in nonparametric regression (Q734411) (← links)
• Empirical likelihood estimators for the error distribution in nonparametric regression models (Q734542) (← links)
• \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models (Q738156) (← links)
• Smooth simultaneous confidence band for the error distribution function in nonparametric regression (Q829738) (← links)
• Comparison of error distributions in nonparametric regression (Q871023) (← links)
• Tests for the equality of conditional variance functions in nonparametric regression (Q887246) (← links)
• Estimating the error distribution in semiparametric transformation models (Q888235) (← links)
• Partial and average copulas and association measures (Q895010) (← links)
• Estimating the error distribution in nonparametric multiple regression with applications to model testing (Q962205) (← links)
• Estimating the error distribution function in nonparametric regression with multivariate co\-var\-iates (Q1012228) (← links)
• Flexible modeling based on copulas in nonparametric median regression (Q1012541) (← links)
• Estimating the innovation distribution in nonparametric autoregression (Q1017896) (← links)
• Extending the scope of empirical likelihood (Q1018635) (← links)
• Goodness-of-fit tests in parametric regression based on the estimation of the error distribution (Q1019116) (← links)
• Testing independence in nonparametric regression (Q1021854) (← links)
• Goodness-of-fit tests for parametric regression with selection biased data (Q1022019) (← links)
• Goodness-of-fit problem for errors in nonparametric regression: distribution free approach (Q1043735) (← links)
• Residual median for non-identically distributed random variables (Q1099486) (← links)
• Nonparametric estimation of distribution functions (Q1179287) (← links)
• Residuals density estimation in nonparametric regression (Q1198997) (← links)
• Estimating linear functionals of the error distribution in nonparametric regression (Q1417795) (← links)
• Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density (Q1615104) (← links)
• Estimation and hypotheses testing in boundary regression models (Q1715536) (← links)
• Exploring the constant coefficient of a single-index variation (Q1729802) (← links)
• On the weak convergence of the empirical conditional copula under a simplifying assumption (Q1749990) (← links)
• Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788) (← links)
• A constructive hypothesis test for the single-index models with two groups (Q1786905) (← links)
• A conversation with Estate V. Khmaladze (Q1790355) (← links)
• Asymptotics of the residuals density estimation in nonparametric regression under \(m(n)\)-dependent sample (Q1919345) (← links)
• Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data (Q1952046) (← links)
• A note on residual-based empirical likelihood kernel density estimation (Q1952105) (← links)
• Oracle-efficient estimation for functional data error distribution with simultaneous confidence band (Q2072397) (← links)
• Non-parametric estimation of cumulative (residual) extropy (Q2128935) (← links)