A Review on Dimension-Reduction Based Tests For Regressions
From MaRDI portal
Publication:4609015
DOI10.1007/978-3-319-50986-0_7zbMath1383.62130OpenAlexW2766017878MaRDI QIDQ4609015
Publication date: 29 March 2018
Published in: From Statistics to Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-50986-0_7
Related Items
Model diagnostics of parametric Tobit model based on cumulative residuals, Model Checking in Large-Scale Dataset via Structure-Adaptive-Sampling, Model checking for general linear regression with nonignorable missing response, Model checking for regressions: an approach bridging between local smoothing and global smoothing methods, Goodness-of-fit test for partial functional linear model with errors in scalar covariates, Model checks for functional linear regression models based on projected empirical processes, Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Consistent model specification tests
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
- Breaking the curse of dimensionality in nonparametric testing
- A consistent test of functional form via nonparametric estimation techniques
- Martingale Approach in the Theory of Goodness-of-Fit Tests
- Nonparametric stochastic frontiers: a local maximum likelihood approach
- Powerful nonparametric checks for quantile regression
- An updated review of goodness-of-fit tests for regression models
- Rejoinder on: ``An updated review of goodness-of-fit tests for regression models
- Tests for the error distribution in nonparametric possibly heteroscedastic regression models
- Asymptotic normality of nearest neighbor regression function estimates
- Nonparametric comparison of regression functions
- Minimum distance regression model checking with Berkson measurement errors
- Goodness-of-fit tests in parametric regression based on the estimation of the error distribution
- Goodness-of-fit problem for errors in nonparametric regression: distribution free approach
- Projection pursuit
- Dimension-reduction type test for linearity of a stochastic regression model
- Comparing nonparametric versus parametric regression fits
- Nonparametric model checks for regression
- Nonparametric smoothing and lack-of-fit tests
- Minimum distance regression model checking
- A power comparison between nonparametric regression tests.
- A consistent test for the functional form of a regression based on a difference of variance estimators
- Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach
- A lack-of-fit test for quantile regression models with high-dimensional covariates
- Dimension reduction-based significance testing in nonparametric regression
- A robust adaptive-to-model enhancement test for parametric single-index models
- Model checks for regression: an innovation process approach
- Nonparametric model checks for time series
- Generalized likelihood ratio statistics and Wilks phenomenon
- Significance testing in nonparametric regression based on the bootstrap.
- NN goodness-of-fit tests for linear models
- A significance test for covariates in nonparametric regression
- An adaptive-to-model test for partially parametric single-index models
- Bootstrap based goodness-of-fit-tests
- Integrated conditional moment test for partially linear single index models incorporating dimension-reduction
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
- Model checks of higher order time series
- A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
- Nonparametric checks for single-index models
- CONSISTENT MODEL SPECIFICATION TESTS
- Consistently determining the number of factors in multivariate volatility modelling
- Testing parametric assumptions of trends of a nonstationary time series
- Sufficient dimension reduction through discretization-expectation estimation
- Model checking in regression via dimension reduction
- Model diagnosis for parametric regression in high-dimensional spaces
- Bootstrap Approximations in Model Checks for Regression
- A Consistent Conditional Moment Test of Functional Form
- Model Checks for Generalized Linear Models
- NONPARAMETRIC SIGNIFICANCE TESTING
- Nonparametric model checks in censored regression
- Enhancements of Non‐parametric Generalized Likelihood Ratio Test: Bias Correction and Dimension Reduction
- A projection-based adaptive-to-model test for regressions
- An Adaptive Estimation of Dimension Reduction Space
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models
- A New Test for the Parametric Form of the Variance Function in Non-Parametric Regression
- An Adaptive-to-Model Test for Parametric Single-Index Errors-in-Variables Models
- Model Checking for Parametric Single-index Models: A Dimension Reduction Model-Adaptive Approach
- Testing for Differences Between Conditional Means in a Time Series Context
