Heteroscedasticity checks for single index models

DOI10.1016/J.JMVA.2015.01.007zbMATH Open1308.62088OpenAlexW2023888753MaRDI QIDQ2018595FDOQ2018595

Xu Guo, Xuehu Zhu, Li-Xing Zhu, Lu Lin

Publication date: 24 March 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.01.007

zbMATH Keywords

dimension reductionnonparametric estimationsingle index modelheteroscedasticity check

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

Cites Work

• A constructive approach to the estimation of dimension reduction directions
• Sliced Inverse Regression for Dimension Reduction
• Title not available (Why is that?)
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Heteroscedasticity checks for regression models
• Nonparametric checks for single-index models
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• Testing Heteroscedasticity In Nonparametric Regression
• Title not available (Why is that?)
• An Adaptive Estimation of Dimension Reduction Space
• Semiparametric Estimation of Index Coefficients
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• Dimension reduction for conditional mean in regression
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
• Direction estimation in single-index models via distance covariance
• The EFM approach for single-index models
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• On a dimension reduction regression with covariate adjustment
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• A New Test for the Parametric Form of the Variance Function in Non-Parametric Regression
• A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method
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• A Review on Dimension Reduction

Cited In (8)

• Pairwise distance-based heteroscedasticity test for regressions
• Efficient estimation in heteroscedastic single-index models
• Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach
• Classification with minimum ambiguity under distribution heterogeneity
• Title not available (Why is that?)
• Some problems of testing in single index models
• A new test for heteroscedasticity in single-index models
• Evaluating the adequacy of variance function using pairwise distances

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