Distance-covariance-based tests for heteroscedasticity in nonlinear regressions

DOI10.1007/S11425-020-1759-5zbMATH Open1476.62115OpenAlexW3192378916MaRDI QIDQ2239335FDOQ2239335

Authors: Kai Xu, Ming Xiang Cao 

Publication date: 3 November 2021

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-020-1759-5

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zbMATH Keywords

bootstrapdistance covariancenonlinear regressiontest of independenceheteroscedasticity testing

Mathematics Subject Classification ID

General nonlinear regression (62J02) Applications of statistics in engineering and industry; control charts (62P30) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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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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