Heteroscedasticity checks for single index models

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

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

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

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zbMATH Keywords

dimension reductionnonparametric estimationsingle index modelheteroscedasticity check

Mathematics Subject Classification ID

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

Cites Work

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• Title not available (Why is that?)
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Cited In (10)

• Testing the heteroscedasticity in single-index model
• 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
• Asymptotic properties of tests for heteroscedasticity in single index models
• 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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