Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models
From MaRDI portal
Publication:5086320
DOI10.1080/03610918.2018.1506031OpenAlexW2921991645MaRDI QIDQ5086320
No author found.
Publication date: 5 July 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2018.1506031
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Model detection and variable selection for varying coefficient models with longitudinal data
- Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
- Estimation in partially linear time-varying coefficients panel data models with fixed effects
- Semi-varying coefficient models with a diverging number of components
- A profile-type smoothed score function for a varying coefficient partially linear model
- Quantile regression for dynamic partially linear varying coefficient time series models
- Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Estimating the error distribution in nonparametric multiple regression with applications to model testing
- Simultaneous confidence band and hypothesis test in generalised varying-coefficient models
- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
- Goodness-of-fit tests in parametric regression based on the estimation of the error distribution
- Statistical estimation in varying coefficient models
- Generalized likelihood ratio statistics and Wilks phenomenon
- Variable selection for fixed effects varying coefficient models
- Robust spline-based variable selection in varying coefficient model
- Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data
- Variable selection in semiparametric regression modeling
- Non-parametric Estimation of the Residual Distribution
- Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors
- Partially Linear Structure Selection in Cox Models with Varying Coefficients
- Partially functional linear varying coefficient model
- Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals
- A New Test for the Parametric Form of the Variance Function in Non-Parametric Regression
- Automatic structure discovery for varying-coefficient partially linear models
- Estimating the error distribution function in semiparametric regression
This page was built for publication: Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models
