Heteroscedasticity checks for single index models

DOI10.1016/J.JMVA.2015.01.007MaRDI QIDQ2018595zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

dimension reductionnonparametric estimationsingle index modelheteroscedasticity check

Mathematics Subject Classification ID

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

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Cites work

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• scientific article; zbMATH DE number 2063755 (Why is no real title available?)
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• A constructive approach to the estimation of dimension reduction directions
• A review on dimension reduction
• A test for the parametric form of the variance function in a partial linear regression model
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
• An Adaptive Estimation of Dimension Reduction Space
• Diagnostics for heteroscedasticity in regression
• Dimension reduction for conditional mean in regression
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• On variance estimation in nonparametric regression
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• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Sliced Inverse Regression for Dimension Reduction
• Sufficient dimension reduction through discretization-expectation estimation
• Testing Heteroscedasticity In Nonparametric Regression
• Testing heteroscedasticity in nonlinear and nonparametric regressions
• Testing heteroscedasticity in partially linear regression models
• Testing homoscedasticity in nonparametric regression
• The EFM approach for single-index models
• Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression

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
• scientific article; zbMATH DE number 2204559 (Why is no real title available?)
• 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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