Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models
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Cites work
- A consistent test of functional form via nonparametric estimation techniques
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- A Simple Test for Heteroscedasticity and Random Coefficient Variation
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Checking for Lack of Fit in Linear Models with Parametric Variance Functions
- Comparing nonparametric versus parametric regression fits
- Diagnostics for heteroscedasticity in regression
- scientific article; zbMATH DE number 4100415 (Why is no real title available?)
- Local Polynomial Variance-Function Estimation
- Miscellanea. Score tests for heteroscedasticity in wavelet regression
- Non-Parametric Analysis of Covariance
- On a semiparametric variance function model and a test for heteroscedasticity
- Regression Analysis of Health Care Charges with Heteroscedasticity
- Testing for constant variance in a linear model
- The oscillation behavior of empirical processes: The multivariate case
- Variance functions and the minimum detectable concentration in assays
Cited in
(21)- A homoscedasticity test for the accelerated failure time model
- On a semiparametric variance function model and a test for heteroscedasticity
- Evaluating the adequacy of variance function using pairwise distances
- A semiparametric latent factor model for large scale temporal data with heteroscedasticity
- Distance-covariance-based tests for heteroscedasticity in nonlinear regressions
- A model specification test for the variance function in nonparametric regression
- \(DS\)-optimal designs for random coefficient first-degree regression model with heteroscedastic errors
- Model checking in Tobit regression via nonparametric smoothing
- Conditional variance model checking
- A note on testing the regression functions via nonparametric smoothing
- Testing lack of fit for heteroscedastic nonlinear regression models via locally weighted least squares regression
- Accounting for uncertainty in heteroscedasticity in nonlinear regression
- Empirical smoothing lack-of-fit tests for variance function
- scientific article; zbMATH DE number 7376760 (Why is no real title available?)
- Testing the parametric form of the conditional variance in regressions based on distance covariance
- Minimum distance conditional variance function checking in heteroscedastic regression models
- Heteroscedasticity identification and variable selection via multiple quantile regression
- Testing heteroskedasticity in trace regression with low-rank matrix parameter
- Multiplier bootstrap specification tests for conditional variance functions in heteroskedastic regression models
- Testing model adequacy and heteroscedasticity in parametric regression models with double resampling method
- Pairwise distance-based heteroscedasticity test for regressions
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