Detection of marginal heteroscedasticity for partial linear single-index models
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Cites work
- A Heteroskedasticity Test Robust to Conditional Mean Misspecification
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- A minimum projected-distance test for parametric single-index Berkson models
- A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
- A nonparametric hypothesis test for heteroscedasticity in multiple regression
- A Simple Test for Heteroscedasticity and Random Coefficient Variation
- An adaptive-to-model test for partially parametric single-index models
- Analysis of double single index models
- ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
- Empirical likelihood confidence regions in the single-index model with growing dimensions
- Estimation and empirical likelihood for single-index multiplicative models
- Estimation and testing for partially linear single-index models
- Estimation and testing for time-varying quantile single-index models with longitudinal data
- Estimation and variable selection for quantile partially linear single-index models
- GEE analysis for longitudinal single-index quantile regression
- General rank-based estimation for regression single index models
- scientific article; zbMATH DE number 472928 (Why is no real title available?)
- scientific article; zbMATH DE number 472958 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Model checking for parametric single-index models: a dimension reduction model-adaptive approach
- Model detection and estimation for single-index varying coefficient model
- Non-convex penalized estimation in high-dimensional models with single-index structure
- Nonconcave penalized likelihood with a diverging number of parameters.
- Penalized estimation equation for an extended single-index model
- Penalized least squares for single index models
- Robust estimates in generalized partially linear single-index models
- Robust Tests for Heteroscedasticity Based on Regression Quantiles
- Semi-parametric estimation of partially linear single-index models
- Semiparametric and nonparametric methods in econometrics
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- SIMEX estimation for single-index model with covariate measurement error
- Simultaneous confidence bands and hypothesis testing for single-index models
- Sparse sufficient dimension reduction using optimal scoring
- The EFM approach for single-index models
- Variable selection and estimation for partially linear single-index models with longitudinal data
- Variable selection for the partial linear single-index model
- Variance function partially linear single-index models
- Weak and strong uniform consistency of kernel regression estimates
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