A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
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Cites work
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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
- Empirical smoothing lack-of-fit tests for variance function
- A simple test for the parametric form of the variance function in nonparametric regression
- 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
- Testing for a constant coefficient of variation in nonparametric regression
- Estimating the conditional error distribution in non-parametric regression
- Heteroscedasticity checks for single index models
- A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
- 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
- Understanding past ocean circulations: a nonparametric regression case study
- Testing the parametric form of the conditional variance in regressions based on distance covariance
- Testing heteroscedasticity in nonlinear and nonparametric regressions
- Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach
- Heteroscedasticity check in nonlinear semiparametric models based on nonparametric variance function
- Tests for heteroskedasticity in transformation models
- Statistical inference of partially linear regression models with heteroscedastic errors
- Testing independence in nonparametric regression
- A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS
- Test for heteroscedasticity in partially linear regression models
- Model checks for parametric regression models
- New tests of heteroskedasticity in linear regression model
- Model checking for parametric regressions with response missing at random
- A nonparametric hypothesis test for heteroscedasticity in multiple regression
- Statistical inference for a semiparametric measurement error regression model with hetero\-scedastic errors
- Average squared residuals approach for testing linear hypotheses in nonparametric regression
- Minimum distance conditional variance function checking in heteroscedastic regression models
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- Testing heteroscedasticity in nonparametric regression based on trend analysis
- A robust test for homoscedasticity in nonparametric regression
- An updated review of goodness-of-fit tests for regression models
- 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
- Variance estimation in nonparametric regression via the difference sequence method
- Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing
- Testing heteroscedasticity in nonparametric regression models based on residual analysis
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