Heteroscedasticity checks for single index models

DOI10.1016/j.jmva.2015.01.007zbMath1308.62088OpenAlexW2023888753MaRDI QIDQ2018595

Xu Guo, Xuehu Zhu, 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

zbMATH Keywords

dimension reductionnonparametric estimationsingle index modelheteroscedasticity check

Mathematics Subject Classification ID

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

Related Items (6)

Pairwise distance-based heteroscedasticity test for regressions ⋮ Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach ⋮ Classification with minimum ambiguity under distribution heterogeneity ⋮ A new test for heteroscedasticity in single-index models ⋮ Evaluating the adequacy of variance function using pairwise distances ⋮ Efficient estimation in heteroscedastic single-index models

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