Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Bootstrap Approximations in Model Checks for Regression - MaRDI portal

Bootstrap Approximations in Model Checks for Regression

From MaRDI portal
Publication:3839587

DOI10.2307/2669611zbMath0902.62027OpenAlexW4246272887MaRDI QIDQ3839587

No author found.

Publication date: 25 October 1998

Full work available at URL: https://doi.org/10.2307/2669611




Related Items

A permutation approach to goodness-of-fit testing in regression modelsON TESTING THE GOODNESS-OF-FIT OF NONLINEAR HETEROSCEDASTIC REGRESSION MODELSNonparametric model checks in censored regressionTesting a linear relationship in varying coefficient spatial autoregressive modelsEfficient Diagnostics for Parametric Regression Models with Distortion Measurement Errors Incorporating Dimension-reductionModel Checking in Large-Scale Dataset via Structure-Adaptive-SamplingStatistical inference on restricted partial linear regression models with partial distortion measurement errorsAdaptive-to-Model Hybrid of Tests for RegressionsSpecification testing for ordinary differential equation models with fixed design and applications to COVID-19 epidemic modelsCorrect specification of design matrices in linear mixed effects models: tests with graphical representationSpecification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approachUnnamed ItemModel checking for multiplicative linear regression models with mixed estimatorsFlexible specification testing in quantile regression modelsSemi-parametric Random Censorship ModelsOn the Asymptotic Efficiency of Directional Models Checks for RegressionA Review on Dimension-Reduction Based Tests For RegressionsDetermination of the functional form of the relationship of covariates to the log hazard ratio in a Cox modelBootstrap hypothesis testing in generalized additive models for comparing curves of treatments in longitudinal studiesAnL2point of view in testing monotone regressionREGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESSA nonparametric least-squares test for checking a polynomial relationshipTesting linearity of regression models with dependent errors by kernel based methodsBootstrap non-parametric significance testRecent developments in bootstrap methodologyTesting the Martingale Difference HypothesisModel checks for nonparametric regression with missing data: a comparative studyA joint test for parametric specification and independence in nonlinear regression modelsA note on variable selection in nonparametric regression with dependent dataAn adaptive-to-model test for partially parametric single-index modelsOn the Power of Bootstrapped Specification TestsBootstrap specification tests for linear covariance stationary processesGeneralized spectral tests for the martingale difference hypothesisMartingale transforms goodness-of-fit tests in regression models.Testing constancy in monotone response modelsChecking the adequacy for a distortion errors-in-variables parametric regression modelNonparametric tests for conditional symmetry in dynamic modelsModel diagnostics of parametric Tobit model based on cumulative residualsJoint and marginal specification tests for conditional mean and variance modelsOn specification testing of ordered discrete choice modelsUnnamed ItemGeneralized empirical likelihood testing in semiparametric conditional moment restrictions modelsStatistical inference on restricted linear regression models with partial distortion measurement errorsConsistent model check of errors-in-variables varying-coefficient model with auxiliary variableMultidimensional specification test based on non-stationary time seriesConsistent test for parametric models with right-censored data using projectionsAn updated review of goodness-of-fit tests for regression modelsOn the single-index model estimate of the conditional density function: consistency and implementationGoodness-of-fit tests in conditional duration modelsPartially linear varying coefficient models with missing at random responsesMultiple imputations and the missing censoring indicator modelA revisit to correlation analysis for distortion measurement error dataEstimation and inference for varying coefficient partially nonlinear modelsModel checking for regressions: an approach bridging between local smoothing and global smoothing methodsEmpirical likelihood based goodness-of-fit testing for generalized linear mixed modelsA test for a parametric form of the volatility in second-order diffusion modelsGoodness-of-fit test for interest rate models: an approach based on empirical processesPearson-type goodness-of-fit test with bootstrap maximum likelihood estimationA goodness-of-fit test for Poisson count processesEmpirical likelihood based testing for regressionTesting the adequacy of semiparametric transformation modelsMultiplicative regression models with distortion measurement errorsMinimum distance regression model checkingMultivariate tests-of-fit and uniform confidence bands using a weighted bootstrapDouble robustness without weightingNonlinear measurement error models subject to additive distortionThe empirical likelihood goodness-of-fit test for regression modelsStatistical inference on partial linear additive models with distortion measurement errorsGoodness-of-fit tests for the functional linear model based on randomly projected empirical processesRegression discontinuity designs with unknown discontinuity points: testing and estimationModel checking for a general linear model with nonignorable missing covariatesOn the performance of nonparametric specification tests in regression modelsDiagnostic checking for multivariate regression modelsAsymptotic theory in model diagnostic for general multivariate spatial regressionNonlinear measurement errors models subject to partial linear additive distortionThe choice of smoothing parameter in nonparametric regression through wild bootstrapDistribution-free tests of stochastic monotonicityAccounting for heterogeneous returns in sequential schooling decisionsGoodness-of-fit tests for the spatial spectral densityNo effect tests in regression on functional variable and some applications to spectrometric studiesData-driven model checking for errors-in-variables varying-coefficient models with replicate measurementsOn bootstrap consistency of MAVE for single index modelsModel checking for general linear error-in-covariables model with validation dataSome properties of a lack-of-fit test for a linear errors in variables modelA CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONSChecking the adequacy of a general linear model with responses missing at randomModel checks of higher order time seriesTesting constancy in varying coefficient modelsNonparametric inference of quantile curves for nonstationary time seriesProjection-based consistent test for linear regression model with missing response and covariatesA robust adaptive-to-model enhancement test for parametric single-index modelsImproved model checking methods for parametric models with responses missing at randomPairwise distance-based tests for conditional symmetryModel checking for partially linear models with missing responses at randomSpecification tests for the propensity scoreA bootstrap-assisted spectral test of white noise under unknown dependenceLack of fit tests for linear regression models with many predictor variables using minimal weighted maximal matchingsA simple consistent test of conditional symmetry in symmetrically trimmed Tobit modelsDiagnostic Measures for Generalized Linear Models with Missing CovariatesTesting the martingale difference hypothesis using integrated regression functionsVarying coefficients partially linear models with randomly censored dataModel checks for regression: an innovation process approachGoodness-of-fit testing for varying-coefficient modelsA Semiparametric Approach to Canonical AnalysisArgmax-stable marked empirical processesGoodness-of-fit tests in parametric regression based on the estimation of the error distributionAn empirical study of a test for polynomial relationships in randomly right censored regression modelsTesting the link when the index is semiparametric -- a comparative studyTesting independence in nonparametric regressionAdaptive-to-model checking for regressions with diverging number of predictorsGoodness-of-Fit Test for Monotone FunctionsA consistent test for the functional form of a regression based on a difference of variance estimatorsTesting conditional independence via Rosenblatt transformsPermutation tests for multivariate location problemsCorrected local polynomial estimation in varying-coefficient models with measurement errorsTesting subspace restrictions in the presence of high dimensional nuisance parametersNonparametric checks for single-index modelsConsistent bootstrap tests of parametric regression functionsTesting Monotonicity of Regression Functions - An Empirical Process ApproachSignificance testing in nonparametric regression based on the bootstrap.BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELSExternal bootstrap tests for parameter stability.A consistent test for heteroscedasticity in nonparametric regression based on the kernel methodTesting regression models with selection-biased dataSome higher-order theory for a consistent non-parametric model specification testModel checking for parametric regressions with response missing at randomConsistent specification tests for semiparametric/nonparametric models based on series estimation methodsHeteroscedasticity checks for regression models