Evaluating the adequacy of variance function using pairwise distances

DOI10.1007/S42952-022-00168-2MaRDI QIDQ2089032zbMATH OpenOpenAlexFDO

Authors Yanyong Zhao, Jian-Qiang Zhao

Publication date 6 October 2022

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s42952-022-00168-2

zbMATH Keywords

bootstrapconditional variance functionpairwise distancesspherical stable law

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09)

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Cites work

• scientific article; zbMATH DE number 42417 (Why is no real title available?)
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A New Test for the Parametric Form of the Variance Function in Non-Parametric Regression
• A Non‐parametric <scp>ANOVA</scp>‐type Test for Regression Curves Based on Characteristic Functions
• A Test for Heteroscedasticity Based on Ordinary Least Squares Residuals
• A consistent test of functional form via nonparametric estimation techniques
• A model specification test for the variance function in nonparametric regression
• A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
• A simple test for the parametric form of the variance function in nonparametric regression
• Approximation Theorems of Mathematical Statistics
• Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models
• Consistency of general bootstrap methods for degenerate U-type and V-type statistics
• Diagnostics for heteroscedasticity in regression
• Empirical smoothing lack-of-fit tests for variance function
• Heteroscedastic One-Way ANOVA and Lack-of-Fit Tests
• Heteroscedasticity checks for regression models
• Heteroscedasticity checks for single index models
• Large sample theory for U-statistics and tests of fit
• Minimum distance conditional variance function checking in heteroscedastic regression models
• Multivariate elliptically contoured stable distributions: theory and estimation
• Pairwise distance-based heteroscedasticity test for regressions
• Testing Heteroscedasticity In Nonparametric Regression
• Testing heteroscedasticity in nonlinear and nonparametric regressions
• Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression

Cited in

(1)

• Testing the parametric form of the conditional variance in regressions based on distance covariance

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