Testing the heteroscedasticity in single-index model

DOI10.3969/J.ISSN.1001-4268.2019.04.006zbMATH Open1449.62101MaRDI QIDQ3306308FDOQ3306308

Authors: Waled Khaled, Jinguan Lin, Cuilian Feng 

Publication date: 12 August 2020

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zbMATH Keywords

Levene's testsingle-index modelhomogeneityfunctional errors

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Analysis of variance and covariance (ANOVA) (62J10)

Cited In (5)

• Heteroscedasticity checks for single index models
• Modeling heteroscedasticity in the single-index model with the Dirichlet process
• Asymptotic properties of tests for heteroscedasticity in single index models
• Some problems of testing in single index models
• A new test for heteroscedasticity in single-index models

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