Heteroscedasticity checks for regression models

DOI10.1007/BF02877011zbMATH Open0995.62041MaRDI QIDQ1609588FDOQ1609588

Authors: Yasunori Fujikoshi, Kanta Naito, Li-Xing Zhu 

Publication date: 15 August 2002

Published in: Science in China. Series A (Search for Journal in Brave)

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zbMATH Keywords

bootstrapempirical process

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02) Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)

Cites Work

• Bootstrap methods: another look at the jackknife
• Bootstrap procedures under some non-i.i.d. models
• Using residuals robustly I: Tests for heteroscedasticity, nonlinearity
• Comparing nonparametric versus parametric regression fits
• Model checks for regression: an innovation process approach
• Jackknife, bootstrap and other resampling methods in regression analysis
• On a semiparametric variance function model and a test for heteroscedasticity
• Bootstrap Approximations in Model Checks for Regression
• Title not available (Why is that?)
• Testing Heteroscedasticity In Nonparametric Regression
• U-processes: Rates of convergence
• Convergence of stochastic processes
• Diagnostics for heteroscedasticity in regression
• Testing for constant variance in a linear model
• Title not available (Why is that?)
• Variance Function Estimation
• Some limit theorems for empirical processes (with discussion)
• Title not available (Why is that?)
• On robust tests for heteroscedasticity
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Cited In (28)

• Heteroscedasticity identification and variable selection via multiple quantile regression
• Pairwise distance-based heteroscedasticity test for regressions
• A nonparametric measure of heteroskedasticity
• Empirical likelihood based testing for regression
• 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
• Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models
• Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach
• Estimating the conditional error distribution in non-parametric regression
• Distance-covariance-based tests for heteroscedasticity in nonlinear regressions
• Heteroscedasticity checks for single index models
• A goodness-of-fit test for a varying-coefficients model in longitudinal studies
• Heteroscedasticity diagnostics in two-phase linear regression models
• Testing the parametric form of the conditional variance in regressions based on distance covariance
• Testing heteroscedasticity in nonlinear and nonparametric regressions
• Title not available (Why is that?)
• Heteroscedasticity check in nonlinear semiparametric models based on nonparametric variance function
• Testing independence in nonparametric regression
• Title not available (Why is that?)
• Diagnostics for heteroscedasticity in regression
• Specification tests in semiparametric transformation models -- a multiplier bootstrap approach
• Goodness-of-fit testing for varying-coefficient models
• Minimum distance conditional variance function checking in heteroscedastic regression models
• Title not available (Why is that?)
• An updated review of goodness-of-fit tests for regression models
• Evaluating the adequacy of variance function using pairwise distances
• Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing

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