Testing heteroscedasticity in nonparametric regression models based on residual analysis

DOI10.1007/s11766-008-1648-0zbMath1197.62039OpenAlexW2074548774MaRDI QIDQ1032780

J. Blot

Publication date: 11 November 2009

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-008-1648-0

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) General nonlinear regression (62J02)

Related Items (2)

Local polynomial expectile regression ⋮ Testing heteroscedasticity in nonparametric regression based on trend analysis

Cites Work

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• A Simple Test for Heteroscedasticity and Random Coefficient Variation
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• Testing for constant variance in a linear model
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• Estimation of heteroscedasticity in regression analysis
• Nonparametric smoothing and lack-of-fit tests
• On a semiparametric variance function model and a test for heteroscedasticity
• Testing heteroscedasticity in partially linear regression models
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• Testing Heteroscedasticity In Nonparametric Regression

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