Empirical distribution function under heteroscedasticity
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Cites work
- A Conditional Kolmogorov Test
- A goodness-of-fit test for logistic regression models based on case-control data
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series
- A modified Kolmogorov-Smirnov test sensitive to tail alternatives
- A multivariate Kolmogorov-Smirnov test of goodness of fit
- A nonparametric test for serial independence of regression errors
- An Analysis of the Total Least Squares Problem
- Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
- Computing the cumulative distribution function of the Kolmogorov-Smirnov statistic.
- Consistency of the instrumental weighted variables
- Global power functions of goodness of fit tests.
- Heuristic Approach to the Kolmogorov-Smirnov Theorems
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 720761 (Why is no real title available?)
- scientific article; zbMATH DE number 1131222 (Why is no real title available?)
- Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems
- On probabilities of excessive deviations for Kolmogorov-Smirnov, Cramér-von Mises and chi-square statistics
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- One-Step Huber Estimates in the Linear Model
- Scaled total least squares fundamentals
- Specification Tests in Econometrics
- Total least squares and errors-in-variables modeling: bridging the gap between statistics, computational mathematics and engineering
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- Validation of linear regression models
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Cited in
(6)- Experimentation with heteroskedastic noise
- Consistency of the least weighted squares under heteroscedasticity
- scientific article; zbMATH DE number 176088 (Why is no real title available?)
- An alternative method correcting BDR type of heteroskedasticity by the weighting re-estimated absolute residuals
- A note on linear heteroscedasticity models
- Estimating the model with fixed and random effects by a robust method
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