Pages that link to "Item:Q90694"

The following pages link to Diagnostics for heteroscedasticity in regression (Q90694):

Displaying 50 items.

• Testing for constant variance in a linear model (Q90697) (← links)
• A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test (Q90730) (← links)
• Profiling heteroscedasticity in linear regression models (Q90754) (← links)
• skedastic (Q90775) (← links)
• Heteroscedastic symmetrical linear models (Q127161) (← links)
• Heteroscedasticity detection and estimation with quantile difference method (Q328092) (← links)
• Lack-of-fit tests based on weighted ratio of residuals and variances (Q394405) (← links)
• Diagnostic procedures in Birnbaum-Saunders nonlinear regression models (Q434939) (← links)
• Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors (Q451457) (← links)
• Computational issues with fitting joint location/dispersion models in unreplicated \(2^k\) factorials (Q452620) (← links)
• Heteroscedasticity and/or autocorrelation checks in longitudinal nonlinear models with elliptical and AR(1) errors (Q511063) (← links)
• Minimum distance conditional variance function checking in heteroscedastic regression models (Q631625) (← links)
• Testing the correlation and heterogeneity for hierarchical nonlinear mixed-effects models (Q638158) (← links)
• Partially linear single-index beta regression model and score test (Q642228) (← links)
• The multiplicative heteroscedastic von Bertalanffy model (Q654421) (← links)
• On simultaneously identifying outliers and heteroscedasticity without specific form (Q693231) (← links)
• Variable selection for joint mean and dispersion models of the inverse Gaussian distribution (Q715499) (← links)
• Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing (Q734559) (← links)
• Heteroscedasticity diagnostics for \(t\) linear regression models (Q745477) (← links)
• A diagnostic for heteroscedasticity based on the Spearman rank correlation (Q753355) (← links)
• Pairwise distance-based heteroscedasticity test for regressions (Q829105) (← links)
• Testing heteroscedasticity by wavelets in a nonparametric regression model (Q867776) (← links)
• Robust diagnostics for the heteroscedastic regression model (Q901570) (← links)
• A simple test for the parametric form of the variance function in nonparametric regression (Q904052) (← links)
• A test for the parametric form of the variance function in a partial linear regression model (Q935431) (← links)
• Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models (Q959403) (← links)
• Empirical likelihood based diagnostics for heteroscedasticity in partial linear models (Q961806) (← links)
• Diagnostics for skew-normal nonlinear regression models with AR(1) errors (Q961944) (← links)
• Improved estimators for a general class of beta regression models (Q962267) (← links)
• Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models (Q1007470) (← links)
• Homogeneity diagnostics for skew-normal nonlinear regression models (Q1009722) (← links)
• Diagnostics analysis for log-Birnbaum-Saunders regression models (Q1020131) (← links)
• Testing heteroscedasticity in nonparametric regression models based on residual analysis (Q1032780) (← links)
• Heteroscedasticity check in nonlinear semiparametric models based on nonparametric variance function (Q1032803) (← links)
• Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure (Q1340903) (← links)
• Design and analysis for a two-level factorial experiment in the presence of variance heterogeneity (Q1389401) (← links)
• Degeneracy in heteroscedastic regression models (Q1587364) (← links)
• A consistent test for heteroscedasticity in nonparametric regression based on the kernel method (Q1600728) (← links)
• Heteroscedasticity checks for regression models (Q1609588) (← links)
• Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach (Q1659003) (← links)
• Score tests for zero-inflated double Poisson regression models (Q1690554) (← links)
• A homoscedasticity test for the accelerated failure time model (Q1729360) (← links)
• Dimension reduction for conditional mean in regression (Q1848945) (← links)
• Variance component testing in semiparametric mixed models (Q1882937) (← links)
• Estimation of proportional covariances in the presence of certain linear restrictions. (Q1884611) (← links)
• Misspecification tests and their uses in econometrics (Q1918128) (← links)
• Diagnostics for a class of survival regression models with heavy-tailed errors (Q1927200) (← links)
• Heteroscedasticity checks for single index models (Q2018595) (← links)
• Testing heteroscedasticity in nonlinear and nonparametric regressions (Q5192952) (← links)
• Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models (Q5449923) (← links)