Found 153 Documents (Results 1–100)
Testing error distribution by kernelized Stein discrepancy in multivariate time series models. (English) Zbl 1542.62140
MSC:
62P20
Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination. (English) Zbl 07784494
Model checking for logistic models when the number of parameters tends to infinity. (English) Zbl 07746954
J. Comput. Graph. Stat. 32, No. 1, 241-251 (2023); correction ibid. 32, No. 1, i (2023).
MSC:
62-XX
Lagrange and \(H(\mathrm{curl}, \mathcal{B})\) based finite element formulations for the relaxed micromorphic model. (English) Zbl 1509.74048
A consistent test for conditional symmetry based on characteristic function. (English) Zbl 1513.62080
A projection-based consistent test incorporating dimension-reduction in partially linear models. (English) Zbl 1475.62172
Analytical formulae for accurately sized \(t\)-tests in the single instrument case. (English) Zbl 1439.62071
Goodness-of-fit test in the Cox proportional hazards model with measurement errors. (English. Ukrainian original) Zbl 1431.62447
Theory Probab. Math. Stat. 99, 125-135 (2019); translation from Teor. Jmovirn. Mat. Stat. 99, 113-122 (2018).
Consistent specification test for partially linear models with the k-nearest-neighbor method. (English) Zbl 1416.62256
Consistent test for parametric models with right-censored data using projections. (English) Zbl 1469.62150
A simple consistent test of conditional symmetry in symmetrically trimmed Tobit models. (English) Zbl 1456.62084
Econometric model specification. Consistent model specification tests and semi-nonparametric modeling and inference. (English) Zbl 1432.62005
Hackensack, NJ: World Scientific (ISBN 978-981-4740-50-0/hbk). xii, 634 p. (2017).
Reviewer: Hans-Jürgen Schmidt (Potsdam)
Variationally consistent coupling of non-matching discretizations for large deformation problems. (English) Zbl 1412.65227
Wild bootstrap tests for autocorrelation in vector autoregressive models. (English) Zbl 1383.62203
Reviewer: Miroslav M. Ristić (Niš)
\(Z\)-process method for change point problems with applications to discretely observed diffusion processes. (English) Zbl 1441.62218
Semiparametric estimation and testing of smooth coefficient spatial autoregressive models. (English) Zbl 1452.62663
Testing exponentiality of the residual life, based on dynamic cumulative residual entropy. (English) Zbl 1398.62267
Consistent model specification tests based on \(k\)-nearest-neighbor estimation method. (English) Zbl 1431.62189
Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework. (English) Zbl 1420.62405
Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data. (English) Zbl 1514.62698
MSC:
62-XX
Consistent test of error-in-variables partially linear model with auxiliary variables. (English) Zbl 1327.62092
Penalized isotonic regression. (English) Zbl 1311.62096
On wavelet-based testing for serial correlation of unknown form using Fan’s adaptive Neyman method. (English) Zbl 1471.62115
Consistency test and weight generation for additive interval fuzzy preference relations. (English) Zbl 1406.91093
A consistent nonparametric test of parametric regression functional form in fixed effects panel data models. (English) Zbl 1293.62196
Adaptive test statistics for ergodic diffusion processes sampled at discrete times. (English) Zbl 1287.62016
Stochastically weighted average conditional moment tests of functional form. (English) Zbl 1506.62509
Asymptotically distribution free test for parameter change in a diffusion process model. (English) Zbl 1254.62089
Schwarz information criterion based tests for a change-point in regression models. (English) Zbl 1247.62055
On the use of the Kullback-Leibler distance for the two-sample problem with mixed data. (English) Zbl 1204.62090
Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative. (English) Zbl 1431.62629
Discrete stochastic consistent estimators of the Monte Carlo method. (Russian. English summary) Zbl 07818335
Zh. Vychisl. Mat. Mat. Fiz. 48, No. 9, 1543-1555 (2008); translation in Comput. Math. Math. Phys. 48, No. 9, 1508-1520 (2008).
MSC:
62F12
A power study of \(k\)-linear-\(r\)-ahead recursive residuals test for change-point in finite sequences. (English) Zbl 1169.62009
Improving consistent moment selection procedures for generalized method of moments estimation. (English) Zbl 1255.62088
A consistent model specification test with mixed discrete and continuous data. (English) Zbl 1247.62126
On tests for multivariate normality and associated simulation studies. (English) Zbl 1255.62163
MSC:
62H15
65C60
Confidence bounds and hypothesis tests for normal distribution coefficients of variation. (English) Zbl 1124.62014
Testing a parametric model against a nonparametric alternative with identification through instrumental variables. (English) Zbl 1145.62328
Estimation and confidence intervals after adjusting the maximum information. (English) Zbl 1441.62407
MSC:
62P10
An efficient design for model discrimination and parameter estimation in linear models. (English) Zbl 1037.62070
A consistent model specification test based on the kernel sum of squares of residuals. (English) Zbl 1033.62038
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models. (English) Zbl 0967.62095
MSC:
62P20
Covariance matrix estimation and the power of the overidentifying restrictions test. (English) Zbl 1015.62123
A reasonable method for constracting general element DM4 of thick and thin plate with effectual and reliable numerical solutions. (English) Zbl 0962.74538
Parallel Newton methods for sparse systems of nonlinear equations. (English) Zbl 0930.65058
Maugeri, A. (ed.) et al., The proceedings of the workshop “Numerical methods in optimization”, Cortona, Arezzo, Italy, June 9–12, 1997. Palermo: Circolo Matemàtico di Palermo, Suppl. Rend. Circ. Mat. Palermo, II. Ser. 58, 247-257 (1999).
On the distance sequence of distribution functions and goodness of fit tests. (English) Zbl 1420.62191
MSC:
62G10
Tests for white noise against alternatives with both seasonal and nonseasonal serial correlation. (English) Zbl 0946.62080
Shape-memory alloys: Modelling and numerical simulations of the finite-strain superelastic behavior. (English) Zbl 0891.73027
Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function. (English) Zbl 0949.62044
Reviewer: Nariaki Sugiura (Tokyo)
A consistent test of functional form via nonparametric estimation techniques. (English) Zbl 0865.62030
On large strain viscoelasticity: Continuum formulation and finite element applications to elastomeric structures. (English) Zbl 0920.73064
Reviewer: Gh.Gr.Ciobanu (Iaşi)
Band covariance matrix estimation using restricted residuals: A Monte Carlo analysis. (English) Zbl 0836.62109
Permutation and bootstrap Kolmogorov-Smirnov tests for the equality of two distributions. (English) Zbl 0852.62047
On dissipative features of the Vlasov equation. II: Analysis of a dissipative pattern. (English) Zbl 0830.76100
Sequentially \(t\)-diagnosable systems: A characterization and its applications. (English) Zbl 1040.68528
MSC:
68M15
On the problem of detecting random trajectories. (English. Russian original) Zbl 0838.62076
Theory Probab. Appl. 39, No. 4, 547-557 (1994); translation from Teor. Veroyatn. Primen. 39, No. 4, 669-680 (1994).
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