Pages that link to "Item:Q338398"
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The following pages link to Powerful nonparametric checks for quantile regression (Q338398):
Displaying 13 items.
- RESET for quantile regression (Q619112) (← links)
- A lack-of-fit test for quantile regression models with high-dimensional covariates (Q1663288) (← links)
- A lack-of-fit test for quantile regression process models (Q2107580) (← links)
- Adaptive testing using data-driven method selecting smoothing parameters (Q2158395) (← links)
- Omnibus test for covariate effects in conditional copula models (Q2237822) (← links)
- Martingale-difference-divergence-based tests for goodness-of-fit in quantile models (Q2301110) (← links)
- A scalable nonparametric specification testing for massive data (Q2317283) (← links)
- Nonparametric test for checking lack of fit of the quantite regression model under random censoring (Q3526433) (← links)
- A Review on Dimension-Reduction Based Tests For Regressions (Q4609015) (← links)
- Lack-of-Fit Tests for Quantile Regression Models (Q5234416) (← links)
- Nonparametric Testing of an Exclusion Restriction in Quantile Regression (Q5494724) (← links)
- Model checking for parametric single-index quantile models (Q6541603) (← links)
- Powerful nonparametric checks for parametric single-index quantile models with missing responses (Q6544022) (← links)
