Pages that link to "Item:Q90694"
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The following pages link to Diagnostics for heteroscedasticity in regression (Q90694):
Displaying 50 items.
- Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models (Q2175647) (← links)
- Comment: Models are approximations! (Q2194572) (← links)
- A new test for heteroscedasticity in single-index models (Q2195886) (← links)
- Distance-covariance-based tests for heteroscedasticity in nonlinear regressions (Q2239335) (← links)
- Testing error heterogeneity in censored linear regression (Q2242016) (← links)
- Model-free tests for series correlation in multivariate linear regression (Q2301085) (← links)
- Identification of dispersion effects in replicated two-level fractional factorial experiments (Q2320876) (← links)
- Old-age care prevalence in Switzerland: drivers and future development (Q2323651) (← links)
- Computational modeling of city formation (Q2385184) (← links)
- Statistical inference for a semiparametric measurement error regression model with hetero\-scedastic errors (Q2455712) (← links)
- Approximate power of heteroscedasticity test in nonlinear models with ARIMA(0,1,0) errors (Q2501423) (← links)
- Conditional variance model checking (Q2655067) (← links)
- Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear models with missing responses (Q2661948) (← links)
- Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)
- High-Dimensional Heteroscedastic Regression with an Application to eQTL Data Analysis (Q2894024) (← links)
- Score test for homogeneity of dispersion in generalized Poisson mixed models with excess zeros (Q2965572) (← links)
- Tests of heteroscedasticity and correlation in multivariate <i>t</i> regression models with AR and ARMA errors (Q3019498) (← links)
- Testing heteroscedasticity in partially linear models with missing covariates (Q3021191) (← links)
- Bartlett corrections and bias correction for two heteroscedastic regression models (Q3137535) (← links)
- A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method (Q3143490) (← links)
- Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors (Q3155259) (← links)
- Joint modelling of location and scale parameters of the t distribution (Q3429986) (← links)
- Testing for Heteroscedasticity and/or Autocorrelation in Longitudinal Mixed Effect Nonlinear Models with AR(1) Errors (Q3436003) (← links)
- Testing for departures from nominal dispersion in generalized nonlinear models with varying dispersion and/or additive random effects (Q3543760) (← links)
- Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models (Q3564775) (← links)
- A robust test for homoscedasticity in nonparametric regression (Q3589226) (← links)
- Heteroscedasticity diagnostics in two-phase linear regression models (Q3638526) (← links)
- Statistical Diagnostics for Skew-t-Normal Nonlinear Models (Q3652747) (← links)
- Two-stage central composite designs with dispersion effects (Q4237834) (← links)
- The robustness, reliabiligy and power of heteroskedasticity tests (Q4246596) (← links)
- Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing (Q4246599) (← links)
- Bayesian approach for the design and analysis of a two level factorial experiment in the presence of dispersion effects (Q4337203) (← links)
- Bartlett corrections for generalized linear models with dispersion covariates (Q4337316) (← links)
- A comparison of two estimators of dispersion effects (Q4391111) (← links)
- Testing of Homogeneity for Correlation and Variance in Nonlinear Regression Models with DBL(<b><i>p</i></b>, 0, 1) Random Errors (Q4434425) (← links)
- Model misspecification in parametric dual modeling (Q4514243) (← links)
- Robustness properties of minimally-supported Bayesian D-optimal designs for heteroscedastic models (Q4546738) (← links)
- Dimension Reduction for the Conditional<i>k</i>th Moment in Regression (Q4670763) (← links)
- Testing for Heteroscedasticity in Nonlinear Regression Models (Q4795559) (← links)
- Optimal Design Robust to a Misspecified Model (Q4905915) (← links)
- Information Ratio Test for Model Misspecification in Quasi-Likelihood Inference (Q4916452) (← links)
- Assessing Robustness of Inference in Symmetrical Nonlinear Regression Models (Q4929219) (← links)
- (Q5004036) (← links)
- Nonparametric Subset Scanning for Detection of Heteroscedasticity (Q5057091) (← links)
- Monte Carlo power comparison of seven most commonly used heteroscedasticity tests (Q5082956) (← links)
- Efficient pseudo-Gaussian and rank-based detection of random regression coefficients (Q5114480) (← links)
- Testing for varying zero-inflation and dispersion in generalized Poisson regression models (Q5123634) (← links)
- A linear model-based test for the heterogeneity of conditional correlations (Q5124924) (← links)
- Variable selection in joint mean and variance models of Box–Cox transformation (Q5127117) (← links)
- An outlier-resistant test for heteroscedasticity in linear models (Q5130277) (← links)