Empirical smoothing lack-of-fit tests for variance function

DOI10.1016/J.JSPI.2011.11.022zbMath1300.62031OpenAlexW2016868879MaRDI QIDQ413362

Nithansha Samarakoon, Wei-xing Song

Publication date: 4 May 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.11.022

zbMATH Keywords

consistency and local powerempirical \(L_2\)-distancelack-of-fit test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

Related Items (5)

Pairwise distance-based heteroscedasticity test for regressions ⋮ Kernel-based testing with skewed and heavy-tailed data: evidence from a nonparametric test for heteroskedasticity ⋮ Testing the parametric form of the conditional variance in regressions based on distance covariance ⋮ A model specification test for the variance function in nonparametric regression ⋮ Evaluating the adequacy of variance function using pairwise distances

Cites Work

• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• Testing for constant variance in a linear model
• A Test for Heteroscedasticity Based on Ordinary Least Squares Residuals
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• A consistent test of functional form via nonparametric estimation techniques
• Minimum distance conditional variance function checking in heteroscedastic regression models
• Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing
• A simple test for the parametric form of the variance function in nonparametric regression
• Minimum distance regression model checking
• A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
• Heteroscedasticity checks for regression models
• Testing heteroscedasticity in partially linear regression models
• A note on testing the regression functions via nonparametric smoothing
• A robust test for homoscedasticity in nonparametric regression
• Consequences and Detection of Misspecified Nonlinear Regression Models
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• Testing Heteroscedasticity In Nonparametric Regression
• Testing homoscedasticity in nonparametric regression
• A New Test for the Parametric Form of the Variance Function in Non-Parametric Regression
• Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Maximum Likelihood Estimation of Misspecified Models

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