A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
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Publication:1600728
DOI10.1016/S0378-3758(01)00229-4zbMATH Open0988.62024MaRDI QIDQ1600728FDOQ1600728
Authors: Holger Dette 
Publication date: 16 June 2002
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
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Cited In (48)
- Two tests for heterocedasticity in nonparametric regression
- A TEST OF AUTOCORRELATION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
- A nonparametric hypothesis test for heteroscedasticity
- Pairwise distance-based heteroscedasticity test for regressions
- A nonparametric measure of heteroskedasticity
- A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method
- Kernel-based testing with skewed and heavy-tailed data: evidence from a nonparametric test for heteroskedasticity
- Statistical tests in the partially linear additive regression models
- Conditional variance model checking
- A simple test for the parametric form of the variance function in nonparametric regression
- Empirical smoothing lack-of-fit tests for variance function
- A Heteroskedasticity Test Robust to Conditional Mean Misspecification
- cvmgof: an R package for Cramér–von Mises goodness-of-fit tests in regression models
- Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach
- Estimating the conditional error distribution in non-parametric regression
- Testing for a constant coefficient of variation in nonparametric regression
- A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
- Heteroscedasticity checks for single index models
- Scale checks in censored regression
- Testing heteroscedasticity in partially linear models with missing covariates
- Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models
- On a robust local estimator for the scale function in heteroscedastic nonparametric regression
- Testing the parametric form of the conditional variance in regressions based on distance covariance
- Understanding past ocean circulations: a nonparametric regression case study
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- Tests for heteroskedasticity in transformation models
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- Statistical inference of partially linear regression models with heteroscedastic errors
- A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS
- Testing independence in nonparametric regression
- Test for heteroscedasticity in partially linear regression models
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- New tests of heteroskedasticity in linear regression model
- A nonparametric hypothesis test for heteroscedasticity in multiple regression
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- Average squared residuals approach for testing linear hypotheses in nonparametric regression
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- A robust test for homoscedasticity in nonparametric regression
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