Testing heteroscedasticity in nonparametric regression based on trend analysis

DOI10.1155/2014/435925zbMath1442.62087OpenAlexW2112242560WikidataQ59051398 ScholiaQ59051398MaRDI QIDQ2336423

Jian-Ling Cui, Si-Lian Shen, Chun-Wei Wang

Publication date: 19 November 2019

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/435925

Mathematics Subject Classification ID

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

Related Items (1)

A critical review of univariate non-parametric estimation of first derivatives

Cites Work

• Testing for constant variance in a linear model
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• Nonparametric smoothing and lack-of-fit tests
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• Multivariate locally weighted least squares regression
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• Statistical inference of partially linear regression models with heteroscedastic errors
• Testing heteroscedasticity in partially linear regression models
• Design-adaptive Nonparametric Regression
• Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
• Testing Heteroscedasticity In Nonparametric Regression
• Testing homoscedasticity in nonparametric regression
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