Heteroscedasticity checks for single index models

DOI10.1016/J.JMVA.2015.01.007MaRDI QIDQ2018595zbMATH OpenOpenAlexFDO

Authors Xuehu Zhu, Xu Guo, Lu Lin, Li-Xing Zhu

Publication date 24 March 2015

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2015.01.007

zbMATH Keywords

dimension reductionheteroscedasticity checknonparametric estimationsingle index model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

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Cites work

• A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
• A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method
• A consistent test of functional form via nonparametric estimation techniques
• A constructive approach to the estimation of dimension reduction directions
• A New Test for the Parametric Form of the Variance Function in Non-Parametric Regression
• A review on dimension reduction
• A test for the parametric form of the variance function in a partial linear regression model
• An Adaptive Estimation of Dimension Reduction Space
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
• Diagnostics for heteroscedasticity in regression
• Dimension reduction for conditional mean in regression
• Direction estimation in single-index models via distance covariance
• Heteroscedasticity checks for regression models
• scientific article; zbMATH DE number 1157169 (Why is no real title available?)
• scientific article; zbMATH DE number 2063755 (Why is no real title available?)
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• Sufficient dimension reduction through discretization-expectation estimation
• Testing heteroscedasticity in nonlinear and nonparametric regressions
• Testing Heteroscedasticity In Nonparametric Regression
• Testing heteroscedasticity in partially linear regression models
• Testing homoscedasticity in nonparametric regression
• The EFM approach for single-index models
• Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression

Cited in

(10)

• Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach
• Evaluating the adequacy of variance function using pairwise distances
• A new test for heteroscedasticity in single-index models
• Testing the heteroscedasticity in single-index model
• Some problems of testing in single index models
• Efficient estimation in heteroscedastic single-index models
• Classification with minimum ambiguity under distribution heterogeneity
• scientific article; zbMATH DE number 2204559 (Why is no real title available?)
• Asymptotic properties of tests for heteroscedasticity in single index models
• Pairwise distance-based heteroscedasticity test for regressions

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