Distance-covariance-based tests for heteroscedasticity in nonlinear regressions
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Publication:2239335
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- scientific article; zbMATH DE number 7376760 (Why is no real title available?)
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Cited in
(5)- Pairwise distance-based heteroscedasticity test for regressions
- Testing the parametric form of the conditional variance in regressions based on distance covariance
- A test of U-type for goodness-of-fit in regression models through martingale difference divergence
- Testing of Homogeneity for Correlation and Variance in Nonlinear Regression Models with DBL(p, 0, 1) Random Errors
- A distribution free test to detect general dependence between a response variable and a covariate in the presence of heteroscedastic treatment effects
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