Pages that link to "Item:Q619163"

The following pages link to Tests for the error distribution in nonparametric possibly heteroscedastic regression models (Q619163):

Displaying 36 items.

• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• Comments on: ``An updated review of goodness-of-fit tests for regression models'' (Q364175) (← links)
• A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models (Q376708) (← links)
• Tests for independence in non-parametric heteroscedastic regression models (Q632754) (← links)
• Goodness-of-fit tests in semi-linear models (Q693329) (← links)
• Comparison of error distributions in nonparametric regression (Q871023) (← links)
• Estimating the error distribution in nonparametric multiple regression with applications to model testing (Q962205) (← links)
• Goodness-of-fit tests in parametric regression based on the estimation of the error distribution (Q1019116) (← links)
• Estimation and hypotheses testing in boundary regression models (Q1715536) (← links)
• Goodness-of-fit tests for nonlinear heteroscedastic regression models (Q1962149) (← links)
• A two-sample test for the error distribution in nonparametric regression based on the characteristic function (Q2010800) (← links)
• Tests for validity of the semiparametric heteroskedastic transformation model (Q2291336) (← links)
• A model specification test for the variance function in nonparametric regression (Q2324330) (← links)
• Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models (Q2348448) (← links)
• Goodness-of-fit tests for the error distribution in nonparametric regression (Q2445645) (← links)
• Comparing distribution functions of errors in linear models: a nonparametric approach (Q2485554) (← links)
• On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933) (← links)
• Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics'' (Q2665781) (← links)
• A Joint Score Test for Heteroscedasticity in the Two Way Error Components Model (Q2921828) (← links)
• Using bimodal kernel for nonparametric regression specification test (Q2950210) (← links)
• (Q3340000) (← links)
• BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS (Q3429888) (← links)
• (Q3552466) (← links)
• Change‐Point Tests for the Error Distribution in Non‐parametric Regression (Q3552970) (← links)
• (Q4568138) (← links)
• A Review on Dimension-Reduction Based Tests For Regressions (Q4609015) (← links)
• ON TESTING THE GOODNESS-OF-FIT OF NONLINEAR HETEROSCEDASTIC REGRESSION MODELS (Q4787590) (← links)
• Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models (Q4905885) (← links)
• A Non‐parametric <scp>ANOVA</scp>‐type Test for Regression Curves Based on Characteristic Functions (Q5177958) (← links)
• Validation tests for semi-parametric models (Q5220709) (← links)
• Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models (Q5321945) (← links)
• A Class of Goodness-of-fit Tests Based on Transformation (Q5419677) (← links)
• Omnibus tests for the error distribution in the linear regression model (Q5435310) (← links)
• Goodness-of-fit tests for kernel regression with an application to option implied volatilities (Q5959570) (← links)
• Comments on: ``An updated review of goodness-of-fit tests for regression models'' (Q5965558) (← links)
• Testing normality of a large number of populations (Q6494448) (← links)