Nonparametric Monte Carlo tests and their applications

Nonparametric Monte Carlo tests and their application , Nonparametric Monte Carlo tests and their application , کتابخانه دیجیتال جندی شاپور اهواز

[1]  Dennis D. Boos,et al.  Bootstrap Critical Values for Testing Homogeneity of Covariance Matrices , 1992 .

[2]  Tamraparni Dasu,et al.  A note on residual life , 1990 .

[3]  L. J. Wei,et al.  A Lack-of-Fit Test for the Mean Function in a Generalized Linear Model , 1991 .

[4]  S. N. Roy.  On a Heuristic Method of Test Construction and its use in Multivariate Analysis , 1953 .

[5]  W. Stute,et al.  NN goodness-of-fit tests for linear models , 1996 .

[6]  J. Shao,et al.  Efficiency comparison of methods for estimation in longitudinal regression models , 2001 .

[7]  P. Speckman.  Kernel smoothing in partial linear models , 1988 .

[8]  Ingram Olkin,et al.  Multivariate Beta Distributions and Independence Properties of the Wishart Distribution , 1964 .

[9]  K. Singh,et al.  On the Asymptotic Accuracy of Efron's Bootstrap , 1981 .

[10]  J. Simonoff,et al.  Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression , 1991 .

[11]  C. J. Stone,et al.  Optimal Global Rates of Convergence for Nonparametric Regression , 1982 .

[12]  E. Vonesh,et al.  Linear and Nonlinear Models for the Analysis of Repeated Measurements , 1996 .

[13]  K. Fang,et al.  On Estimated Projection Pursuit-Type Crámer-von Mises Statistics , 1997 .

[14]  J. Oliver,et al.  Spatial distribution of deep and shallow earthquakes of small magnitudes in the Fiji-Tonga region , 1969 .

[15]  D. Pollard.  Convergence of stochastic processes , 1984 .

[16]  Some linear and nonlinear rank tests for competing risks models , 1991 .

[17]  Deborah Nolan,et al.  Functional Limit Theorems for $U$-Processes , 1988 .

[18]  Ravindra Khattree,et al.  Revisiting Olympic Track Records: Some Practical Considerations in the Principal Component Analysis , 1996 .

[19]  N. J. H. Small.  Marginal Skewness and Kurtosis in Testing Multivariate Normality , 1980 .

[20]  K. Yuen,et al.  A test of fit for a semiparametric additive risk model , 1997 .

[21]  Chin-Tsang Chiang,et al.  Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model With Longitudinal Data , 1998 .

[22]  Jon A. Wellner,et al.  Weak Convergence and Empirical Processes: With Applications to Statistics , 1996 .

[23]  W. Stute,et al.  Nonparametric checks for single-index models , 2005, math/0507416.

[24]  Anton Schick,et al.  Root-n consistent estimation in partly linear regression models☆ , 1996 .

[25]  Lixing Zhu,et al.  Permutation Tests for Reflected Symmetry , 1998 .

[26]  Hulin Wu,et al.  Semiparametric Time‐Varying Coefficients Regression Model for Longitudinal Data , 2005 .

[27]  E. Mammen.  When Does Bootstrap Work?: Asymptotic Results and Simulations , 1992 .

[28]  J. Ware.  Linear Models for the Analysis of Longitudinal Studies , 1985 .

[29]  Kai Wang Ng,et al.  Checking the adequacy of a partial linear model , 2003 .

[30]  Lixing Zhu,et al.  Model Checks for Generalized Linear Models , 2002 .

[31]  Adonis Yatchew,et al.  Nonparametric Regression Tests Based on Least Squares , 1992, Econometric Theory.

[32]  Lixing Zhu,et al.  On the mean residual life regression model , 2003 .

[33]  Lixing Zhu,et al.  RESAMPLING METHODS FOR HOMOGENEITY TESTS OF COVARIANCE MATRICES , 2002 .

[34]  J. Wellner,et al.  Empirical Processes with Applications to Statistics , 2009 .

[35]  Yoon-Jae Whang,et al.  Tests of specification for parametric and semiparametric models , 1993 .

[36]  Michael Woodroofe,et al.  A Cramer Von-Mises Type Statistic for Testing Symmetry , 1972 .

[37]  Sara van de Geer,et al.  Penalized quasi-likelihood estimation in partial linear models , 1997 .

[38]  Chin-Tsang Chiang,et al.  KERNEL SMOOTHING ON VARYING COEFFICIENT MODELS WITH LONGITUDINAL DEPENDENT VARIABLE , 2000 .

[39]  K. Fang,et al.  Asymptotics for kernel estimate of sliced inverse regression , 1996 .

[40]  Li-Xing Zhu,et al.  MODEL CHECKING OF DIMENSION-REDUCTION TYPE FOR REGRESSION , 2003 .

[41]  D. Boos,et al.  Testing hypotheses about covariance matrices using bootstrap methods , 1993 .

[42]  J. Royston.  Some Techniques for Assessing Multivarate Normality Based on the Shapiro‐Wilk W , 1983 .

[43]  Lixing Zhu,et al.  Conditional tests for elliptical symmetry , 2003 .

[44]  Winfried Stute,et al.  Bootstrap Approximations in Model Checks for Regression , 1998 .

[45]  I. Olkin,et al.  Inequalities: Theory of Majorization and Its Applications , 1980 .

[46]  E. S. Pearson.  Biometrika tables for statisticians , 1967 .

[47]  Hulin Wu,et al.  Backfitting Random Varying‐Coefficient Models with Time‐Dependent Smoothing Covariates , 2004 .

[48]  J. Shao,et al.  The jackknife and bootstrap , 1996 .

[49]  Joseph P. Romano.  Bootstrap and randomization tests of some nonparametric hypotheses , 1989 .

[50]  Ping Jing,et al.  On some tests-based projection pursuit for elliptical symmetry of a high-dimensional distribution , 1998 .

[51]  R. O’brien,et al.  A simple test for variance effects in experimental designs. , 1981 .

[52]  Hans-Georg Müller,et al.  Goodness-of-fit diagnostics for regression models , 1992 .