Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models

DOI10.1016/J.JSPI.2008.05.049zbMath1156.62050OpenAlexW2060122410MaRDI QIDQ1007470

Min Chen, Feng Liu, Heung Wong, Wai-Cheung Ip

Publication date: 20 March 2009

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.2008.05.049

zbMATH Keywords

nuisance parametersheteroscedasticityerrors-in-variablespartially linear modelsempirical likelihood ratio

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Diagnostics, and linear inference and regression (62J20)

Related Items (6)

Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models ⋮ Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear models with missing responses ⋮ Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors ⋮ Empirical Likelihood for a Heteroscedastic Partial Linear Model ⋮ Testing heteroscedasticity in partially linear models with missing covariates ⋮ Skew-normal semiparametric varying coefficient model and score test

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