An ANOVA-type nonparametric diagnostic test for heteroscedastic regression models
DOI10.1080/10485250802066112zbMATH Open1142.62025OpenAlexW2153039694MaRDI QIDQ3523675FDOQ3523675
Authors: Lan Wang, Michael G. Akritas, Ingrid Van Keilegom 
Publication date: 5 September 2008
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250802066112
Recommendations
nonparametric regressionlocal alternativesheteroscedastic errorslack-of-fit testsnearest neighbourhood
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Analysis of variance and covariance (ANOVA) (62J10)
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Cited In (21)
- A new nonparametric lack-of-fit test of nonlinear regression in presence of heteroscedastic variances
- Lack-of-fit tests based on weighted ratio of residuals and variances
- A nonparametric hypothesis test for heteroscedasticity
- Hypothesis testing sure independence screening for nonparametric regression
- Cyber risk modeling: a discrete multivariate count process approach
- Estimation of river and stream temperature trends under haphazard sampling
- Testing for local covariate trend effects in volatility models
- On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap
- Non‐parametric Analysis of Covariance – The Case of Inhomogeneous and Heteroscedastic Noise
- A local factor nonparametric test for trend synchronism in multiple time series
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- Improved short-term point and interval forecasts of the daily maximum tropospheric ozone levels via singular spectrum analysis
- Nonparametric significance testing and group variable selection
- A nonparametric lack-of-fit test for heteroscedastic regression models
- Test for heteroscedasticity in partially linear regression models
- Lack of fit test for long memory regression models
- A nonparametric hypothesis test for heteroscedasticity in multiple regression
- A fully nonparametric diagnostic test for homogeneity of variances
- A distribution free test to detect general dependence between a response variable and a covariate in the presence of heteroscedastic treatment effects
- ANOVA for longitudinal data with missing values
- Testing for additivity in nonparametric heteroscedastic regression models
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