Heteroscedasticity checks for regression models
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Cites work
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- scientific article; zbMATH DE number 42417 (Why is no real title available?)
- scientific article; zbMATH DE number 472928 (Why is no real title available?)
- scientific article; zbMATH DE number 205878 (Why is no real title available?)
- Bootstrap Approximations in Model Checks for Regression
- Bootstrap methods: another look at the jackknife
- Bootstrap procedures under some non-i.i.d. models
- Comparing nonparametric versus parametric regression fits
- Convergence of stochastic processes
- Diagnostics for heteroscedasticity in regression
- Jackknife, bootstrap and other resampling methods in regression analysis
- Model checks for regression: an innovation process approach
- On a semiparametric variance function model and a test for heteroscedasticity
- On robust tests for heteroscedasticity
- Some limit theorems for empirical processes (with discussion)
- Testing Heteroscedasticity In Nonparametric Regression
- Testing for constant variance in a linear model
- U-processes: Rates of convergence
- Using residuals robustly I: Tests for heteroscedasticity, nonlinearity
- Variance Function Estimation
Cited in
(28)- Heteroscedasticity identification and variable selection via multiple quantile regression
- Pairwise distance-based heteroscedasticity test for regressions
- A nonparametric measure of heteroskedasticity
- Empirical likelihood based testing for regression
- Conditional variance model checking
- Empirical smoothing lack-of-fit tests for variance function
- A simple test for the parametric form of the variance function in nonparametric regression
- Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models
- Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach
- Estimating the conditional error distribution in non-parametric regression
- Distance-covariance-based tests for heteroscedasticity in nonlinear regressions
- Heteroscedasticity checks for single index models
- A goodness-of-fit test for a varying-coefficients model in longitudinal studies
- Heteroscedasticity diagnostics in two-phase linear regression models
- Testing the parametric form of the conditional variance in regressions based on distance covariance
- Testing heteroscedasticity in nonlinear and nonparametric regressions
- Heteroscedasticity check in nonlinear semiparametric models based on nonparametric variance function
- scientific article; zbMATH DE number 2204559 (Why is no real title available?)
- Testing independence in nonparametric regression
- Diagnostics for heteroscedasticity in regression
- scientific article; zbMATH DE number 6295985 (Why is no real title available?)
- Specification tests in semiparametric transformation models -- a multiplier bootstrap approach
- Goodness-of-fit testing for varying-coefficient models
- Minimum distance conditional variance function checking in heteroscedastic regression models
- scientific article; zbMATH DE number 7376760 (Why is no real title available?)
- An updated review of goodness-of-fit tests for regression models
- Evaluating the adequacy of variance function using pairwise distances
- Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing
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