No Skips is a variation on the three main categories that makes the speedrun a little longer, as well as a little more technical.
No Skips makes it so that you cannot use any action skips during the run, so you cannot purposefully fail a chase or tailing sequence. You must also do all the driving, rather than having your partner drive to every location. The route of the speedrun accounts for this and changes are made to make driving routes, tailing, chasing, and shootouts shorter, and faster.
I as a past GTA IV speedrunner, came into L.A. Noire speedrunning with Any% No skips (without DLC), as the run felt more familiar with more of the driving and shooting action.
If you want more of a challenge than just the regular Any% run, then look no further than starting right here.