Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach (Q1659003): Difference between revisions

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+Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
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+Testing heteroscedasticity in nonlinear and nonparametric regressions
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+Asymptotics for kernel estimate of sliced inverse regression
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+Heteroscedasticity checks for regression models
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+Heteroscedasticity checks for single index models
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+An adaptive-to-model test for partially parametric single-index models
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+Sufficient dimension reduction through discretization-expectation estimation
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