Pages that link to "Item:Q5192952"

The following pages link to Testing heteroscedasticity in nonlinear and nonparametric regressions (Q5192952):

Displaying 16 items.

• Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
• Pairwise distance-based heteroscedasticity test for regressions (Q829105) (← links)
• Kernel-based testing with skewed and heavy-tailed data: evidence from a nonparametric test for heteroskedasticity (Q1629608) (← links)
• Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach (Q1659003) (← links)
• Root-\(n\) consistent kernel density estimation in practice (Q1669819) (← links)
• A test for a parametric form of the volatility in second-order diffusion models (Q1695433) (← links)
• Heteroscedasticity test when the covariables are functionals (Q1747423) (← links)
• Heteroscedasticity checks for single index models (Q2018595) (← links)
• Evaluating the adequacy of variance function using pairwise distances (Q2089032) (← links)
• Tests for heteroskedasticity in transformation models (Q2165831) (← links)
• A new test for heteroscedasticity in single-index models (Q2195886) (← links)
• Distance-covariance-based tests for heteroscedasticity in nonlinear regressions (Q2239335) (← links)
• Test for heteroscedasticity in partially linear regression models (Q2320630) (← links)
• A nonparametric hypothesis test for heteroscedasticity (Q2832027) (← links)
• Combining the Virtues of Stochastic Frontier and Data Envelopment Analysis (Q5129215) (← links)
• Testing the parametric form of the conditional variance in regressions based on distance covariance (Q6071706) (← links)