Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models
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Cites work
- scientific article; zbMATH DE number 4011660 (Why is no real title available?)
- scientific article; zbMATH DE number 4098524 (Why is no real title available?)
- scientific article; zbMATH DE number 52749 (Why is no real title available?)
- scientific article; zbMATH DE number 472928 (Why is no real title available?)
- scientific article; zbMATH DE number 1533566 (Why is no real title available?)
- scientific article; zbMATH DE number 918103 (Why is no real title available?)
- scientific article; zbMATH DE number 1419146 (Why is no real title available?)
- A Semi‐parametric Regression Model with Errors in Variables
- A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
- A two-stage spline smoothing method for partially linear models
- Asymptotic theory for partly linear models
- Convergence rates for partially splined models
- Diagnostics for heteroscedasticity in regression
- Empirical likelihood
- Empirical likelihood and general estimating equations
- Empirical likelihood confidence region for parameter in the errors-in-variables models.
- Empirical likelihood for linear models
- Empirical likelihood for partial linear models
- Empirical likelihood for partial linear models with fixed designs
- Empirical likelihood for semiparametric varying-coefficient partially linear regression models
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Estimation in a semiparametric partially linear errors-in-variables model
- On parameter estimation for semi-linear errors-in-variables models
- Root-N-Consistent Semiparametric Regression
- Testing Heteroscedasticity In Nonparametric Regression
- Testing for constant variance in a linear model
- Testing heteroscedasticity in partially linear regression models
- The Invariance of Some Score Tests in the Linear Model With Classical Measurement Error
- Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression
Cited in
(11)- Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors
- Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models
- Empirical likelihood for a heteroscedastic partial linear model
- Skew-normal semiparametric varying coefficient model and score test
- Testing heteroscedasticity in partially linear models with missing covariates
- Heteroscedasticity test for partial linear EV model with missing response variables
- A heteroscedasticity diagnostic of a regression analysis with copula dependent random variables
- Profiling heteroscedasticity in linear regression models
- Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear models with missing responses
- Empirical likelihood based diagnostics for heteroscedasticity in partial linear models
- Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data
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