A consistent test for heteroscedasticity in nonparametric regression based on the kernel method (Q1600728): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Goodness-of-fit test for linear models based on local polynomials / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4272821 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simple Test for Heteroscedasticity and Random Coefficient Variation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Test for the choice of approximative models in nonlinear regression when the variance is unknown / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diagnostics for heteroscedasticity in regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Validation of linear regression models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing Heteroscedasticity In Nonparametric Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the Variance In Nonparametric Regression—What is a Reasonable Choice? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for constant variance in a linear model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing goodness-of-fit in regression via order selection criteria / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4272790 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3125064 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Residual variance and residual pattern in nonlinear regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3911791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotically optimal difference-based estimation of variance in nonparametric regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparing nonparametric versus parametric regression fits / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Test for Heteroscedasticity Based on Ordinary Least Squares Residuals / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Departure from Normality of a Certain Class of Martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Tests for Heteroscedasticity Based on Regression Quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a semiparametric variance function model and a test for heteroscedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: A central limit theorem for \(m\)-dependent random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Designs for Regression Problems with Correlated Errors III / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bandwidth choice for nonparametric regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing lack of fit in regression without replication / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrap Approximations in Model Checks for Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: A consistent test of functional form via nonparametric estimation techniques / rank
 
Normal rank

Latest revision as of 10:54, 4 June 2024

scientific article
Language Label Description Also known as
English
A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
scientific article

    Statements

    A consistent test for heteroscedasticity in nonparametric regression based on the kernel method (English)
    0 references
    16 June 2002
    0 references
    0 references
    model diagnostics
    0 references
    test for heteroscedasticity
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references