Heteroscedasticity test when the covariables are functionals
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Publication:1747423
DOI10.1016/J.CRMA.2018.02.010zbMATH Open1390.62072OpenAlexW2794392916MaRDI QIDQ1747423FDOQ1747423
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
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Cites Work
- fda (R)
- Functional data analysis.
- Nonparametric functional data analysis. Theory and practice.
- An introduction to recent advances in high/infinite dimensional statistics
- Testing Heteroscedasticity In Nonparametric Regression
- Theoretical foundations of functional data analysis, with an introduction to linear operators
- A Simple Test for Heteroscedasticity and Random Coefficient Variation
- Testing heteroscedasticity in nonlinear and nonparametric regressions
Cited In (6)
- Non‐parametric Analysis of Covariance – The Case of Inhomogeneous and Heteroscedastic Noise
- Tests for conditional heteroscedasticity of functional data
- 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
- Joint test for functional forms and heteroscedasticity with property sales and valuation data
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