Heteroscedasticity test when the covariables are functionals

DOI10.1016/J.CRMA.2018.02.010MaRDI QIDQ1747423zbMATH OpenOpenAlexFDO

Authors Aicha Henien, Larbi Ait-Hennani, Jacques Demongeot, Ali Laksaci, Mustapha Rachdi

Publication date 8 May 2018

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2018.02.010

zbMATH Keywords

heteroscedasticityunconditional variance

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• A test for heteroscedasticity in functional linear models
• A nonparametric hypothesis test for heteroscedasticity
• Testing Heteroscedasticity In Nonparametric Regression
• A nonparametric hypothesis test for heteroscedasticity in multiple regression
• Testing homoscedasticity in nonparametric regression

Cites work

• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• An introduction to recent advances in high/infinite dimensional statistics
• Functional data analysis.
• Nonparametric functional data analysis. Theory and practice.
• Testing Heteroscedasticity In Nonparametric Regression
• Testing heteroscedasticity in nonlinear and nonparametric regressions
• Theoretical foundations of functional data analysis, with an introduction to linear operators
• fda (R)

Cited in

(6)

• A test for heteroscedasticity in functional linear models
• Distribution-free tests for no effect of treatment in heteroscedastic functional data under both weak and long range dependence
• Rank test for heteroscedastic functional data
• Non‐parametric Analysis of Covariance – The Case of Inhomogeneous and Heteroscedastic Noise
• Tests for conditional heteroscedasticity of functional data
• Joint test for functional forms and heteroscedasticity with property sales and valuation data

Describes a project that uses

Uses Software

• fda (R)

This page was built for publication: Heteroscedasticity test when the covariables are functionals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1747423)