Pages that link to "Item:Q3015448"
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The following pages link to Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks (Q3015448):
Displaying 14 items.
- Testing linearity using power transforms of regressors (Q494413) (← links)
- Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests (Q1209888) (← links)
- Testing for neglected nonlinearity using artificial neural networks with many randomized hidden unit activations (Q1695558) (← links)
- Testing for the effects of omitted power transformations (Q1925902) (← links)
- Tests for linearity in star models: SupWald and LM-type tests (Q2817313) (← links)
- A comparison of statistical tests for the adequacy of a neural network regression model (Q2873017) (← links)
- Higher-order approximations for testing neglected nonlinearity (Q2885091) (← links)
- ARL Comparisons Between Neural Network Models and -Control Charts for Quality Characteristics that are Nonnormally Distributed (Q3147612) (← links)
- TESTING FOR NEGLECTED NONLINEARITY USING EXTREME LEARNING MACHINES (Q3195009) (← links)
- Towards Robust Nonlinear Multivariate Analysis by Neural Network Methods (Q3530351) (← links)
- A radial basis function artificial neural network test for neglected nonlinearity (Q4458361) (← links)
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks (Q4561855) (← links)
- DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS (Q4585031) (← links)
- Comprehensively testing linearity hypothesis using the smooth transition autoregressive model (Q5867579) (← links)
