A nonparametric measure of heteroskedasticity (Q830680): Difference between revisions

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+Inference in Linear Regression Models with Many Covariates and Heteroscedasticity
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+Quantile inference for heteroscedastic regression models
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+Nonparametric estimates of regression quantiles and their local Bahadur representation
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+Asymptotic inference under heteroskedasticity of unknown form
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+Testing Heteroscedasticity In Nonparametric Regression
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+Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form
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+Nonlinear Time Series
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+Testing for multiplicative heteroskedasticity
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+UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION
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+Central limit theorem for integrated square error of multivariate nonparametric density estimators
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+Prediction and nonparametric estimation for time series with heavy tails
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+Testing for structural change in conditional models
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+Heteroskedasticity-robust inference in finite samples
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+Nonparametric estimation of a conditional quantile for \(\alpha\)-mixing processes
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+A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN  TIME-SERIES REGRESSION MODELS
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+Q3413299
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+Robust Tests for Heteroscedasticity Based on Regression Quantiles
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+UNIFORM BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATES OF M-REGRESSION AND ITS APPLICATION TO THE ADDITIVE MODEL
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+Testing homoscedasticity in nonparametric regression
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+Glejser's test revisited
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+Income Variance Dynamics and Heterogeneity
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+Asymmetric Least Squares Estimation and Testing
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+Quality of Fit Measures in the Framework of Quantile Regression
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+The local bootstrap for kernel estimators under general dependence conditions
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+Multivariate locally weighted least squares regression
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+Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae
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+A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY
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+The Bahadur representation for sample quantiles under weak dependence
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+Q5510038
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+Local Linear Quantile Regression
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+Heteroscedasticity checks for regression models
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@@ Property / DOI @@
+.1016/J.JSPI.2020.08.005
@@ Property / DOI: 10.1016/J.JSPI.2020.08.005 / rank @@
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