Testing heteroscedasticity in partially linear regression models

DOI10.1016/J.SPL.2005.03.002zbMath1101.62033OpenAlexW2052892595MaRDI QIDQ2573991

Gemai Chen, Jin-hong You

Publication date: 25 November 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.03.002

zbMATH Keywords

tablesasymptotic normalitypartially linear regression modelheteroscedastic errors

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Nonparametric estimation (62G05)

Related Items (24)

Pairwise distance-based heteroscedasticity test for regressions ⋮ Empirical Likelihood for a Heteroscedastic Partial Linear Errors-in-Variables Model ⋮ Scale Checks in Censored Regression ⋮ Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models ⋮ An updated review of goodness-of-fit tests for regression models ⋮ Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear models with missing responses ⋮ Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors ⋮ Empirical smoothing lack-of-fit tests for variance function ⋮ Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors ⋮ Statistical inference for a semiparametric measurement error regression model with hetero\-scedastic errors ⋮ A test for the parametric form of the variance function in a partial linear regression model ⋮ Empirical Likelihood for a Heteroscedastic Partial Linear Model ⋮ Testing heteroscedasticity in partially linear models with missing covariates ⋮ Empirical likelihood based diagnostics for heteroscedasticity in partial linear models ⋮ A robust test for homoscedasticity in nonparametric regression ⋮ Heteroscedasticity checks for single index models ⋮ Testing Linear Regression Models in Non Regular Case ⋮ Statistical inference for partially linear stochastic models with heteroscedastic errors ⋮ Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models ⋮ Testing heteroscedasticity in nonparametric regression models based on residual analysis ⋮ Heteroscedasticity check in nonlinear semiparametric models based on nonparametric variance function ⋮ Testing heteroscedasticity in nonparametric regression based on trend analysis ⋮ Empirical Likelihood for Semiparametric Varying-Coefficient Heteroscedastic Partially Linear Errors-in-Variables Models ⋮ A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method

Cites Work

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• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• Convergence rates for parametric components in a partly linear model
• An elementary estimator of the partial linear model
• On a semiparametric variance function model and a test for heteroscedasticity
• Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
• Testing Heteroscedasticity In Nonparametric Regression
• Designs for Regression Problems with Correlated Errors III

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