The following pages link to (Q4709770):
Displaying 25 items.
- Breaking the curse of dimensionality in nonparametric testing (Q91787) (← links)
- Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269) (← links)
- Empirical likelihood based goodness-of-fit testing for generalized linear mixed models (Q403438) (← links)
- Diagnostic checking for conditional heteroscedasticity models (Q625886) (← links)
- Some properties of a lack-of-fit test for a linear errors in variables model (Q705031) (← links)
- Goodness-of-fit testing for varying-coefficient models (Q745440) (← links)
- Diagnostic checking for multivariate regression models (Q953847) (← links)
- Inference on a regression model with noised variables and serially correlated errors (Q1012535) (← links)
- Goodness-of-fit tests in parametric regression based on the estimation of the error distribution (Q1019116) (← links)
- Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach (Q1659003) (← links)
- A robust adaptive-to-model enhancement test for parametric single-index models (Q1786902) (← links)
- Empirical likelihood ratio tests for multivariate regression models (Q1956533) (← links)
- On kernel method for sliced average variance estimation (Q2372139) (← links)
- Goodness-of-fit tests for vector autoregressive models in time series (Q2379236) (← links)
- Model checking for regressions: an approach bridging between local smoothing and global smoothing methods (Q2419147) (← links)
- A score type test for general autoregressive models in time series (Q2468790) (← links)
- Nonparametric checks for single-index models (Q2569234) (← links)
- Model checking in regression via dimension reduction (Q3613158) (← links)
- Semiparametric Residuals and Analysis for a Scleroderma Clinical Trial (Q3652665) (← links)
- A Review on Dimension-Reduction Based Tests For Regressions (Q4609015) (← links)
- Model Checking for Parametric Ordinary Differential Equations Systems (Q6092950) (← links)
- Specification testing for ordinary differential equation models with fixed design and applications to COVID-19 epidemic models (Q6167037) (← links)
- Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach (Q6169912) (← links)
- Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility (Q6626286) (← links)
- A simple yet powerful test for assessing goodness-of-fit of high-dimensional linear models (Q6628096) (← links)
