Pages that link to "Item:Q3408513"
From MaRDI portal
The following pages link to A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS (Q3408513):
Displaying 19 items.
- A nonparametric \(R^2\) test for the presence of relevant variables (Q394568) (← links)
- An omnibus test of goodness-of-fit for conditional distributions with applications to regression models (Q449354) (← links)
- A consistent bootstrap procedure for nonparametric symmetry tests (Q500595) (← links)
- Parametric bootstrap tests for continuous and discrete distributions (Q745423) (← links)
- A modified bootstrap for kernel-based specification test with heavy-tailed data (Q2179741) (← links)
- Exact conditional tests and approximate bootstrap tests for the von Mises distribution (Q2431720) (← links)
- A unified approach to validating univariate and multivariate conditional distribution models in time series (Q2512595) (← links)
- (Q3157552) (← links)
- TESTING FOR THE MARKOV PROPERTY IN TIME SERIES (Q3224040) (← links)
- A PARAMETRIC BOOTSTRAP TEST FOR GENERALIZED EXTREME VALUE DISTRIBUTION (Q3464972) (← links)
- Parametric bootstrap and approximate tests for two Poisson variates (Q3564757) (← links)
- CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION (Q3580636) (← links)
- Nonparametric testing the similarity of two unknown density functions: local power and bootstrap analysis (Q3836395) (← links)
- (Q4574887) (← links)
- Bootstrapping a consistent nonparametric goodness-of-fit test (Q4853104) (← links)
- A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS (Q5012630) (← links)
- A specification test for dynamic conditional distribution models with function-valued parameters (Q5861041) (← links)
- A Two-Sample Conditional Distribution Test Using Conformal Prediction and Weighted Rank Sum (Q6567908) (← links)
- Consistent tests for semiparametric conditional independence (Q6650745) (← links)
