Testing Heteroscedasticity In Nonparametric Regression
From MaRDI portal
Publication:4214251
DOI10.1111/1467-9868.00149zbMath0909.62035OpenAlexW2138777736MaRDI QIDQ4214251
Publication date: 18 October 1998
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9868.00149
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Parametric hypothesis testing (62F03)
Related Items (66)
Distribution-free testing in linear and parametric regression ⋮ A nonparametric measure of heteroskedasticity ⋮ Testing symmetry in nonparametric regression models ⋮ Nonparametric Subset Scanning for Detection of Heteroscedasticity ⋮ Estimating the Conditional Error Distribution in Non-parametric Regression ⋮ Scale Checks in Censored Regression ⋮ Heteroscedasticity detection and estimation with quantile difference method ⋮ A simple test for spatial heteroscedasticity in spatially varying coefficient models ⋮ Density testing in a contaminated sample ⋮ A test for heteroscedasticity in functional linear models ⋮ Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach ⋮ Robust testing for superiority between two regression curves ⋮ Conditional variance model checking ⋮ Testing heteroscedasticity by wavelets in a nonparametric regression model ⋮ Spline confidence bands for variance functions ⋮ The adaptive Lasso in high-dimensional sparse heteroscedastic models ⋮ An updated review of goodness-of-fit tests for regression models ⋮ Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear models with missing responses ⋮ Testing for a constant coefficient of variation in nonparametric regression by empirical processes ⋮ Bridge estimators and the adaptive Lasso under heteroscedasticity ⋮ Testing the parametric form of the conditional variance in regressions based on distance covariance ⋮ Rapid penalized likelihood-based outlier detection via heteroskedasticity test ⋮ Empirical smoothing lack-of-fit tests for variance function ⋮ A method for determining groups in nonparametric regression curves: application to prefrontal cortex neural activity analysis ⋮ Unnamed Item ⋮ A simple test for the parametric form of the variance function in nonparametric regression ⋮ Minimum distance conditional variance function checking in heteroscedastic regression models ⋮ Two tests for heterocedasticity in nonparametric regression ⋮ An ANOVA-type nonparametric diagnostic test for heteroscedastic regression models ⋮ Rank tests in heteroscedastic linear model with nuisance parameters ⋮ On a nonparametric test for linear relationships ⋮ Statistical tests in the partially linear additive regression models ⋮ Statistical inference for a semiparametric measurement error regression model with hetero\-scedastic errors ⋮ Asymptotic approximation of nonparametric regression experiments with unknown variances ⋮ A test for the parametric form of the variance function in a partial linear regression model ⋮ A smooth simultaneous confidence band for conditional variance function ⋮ Heteroscedasticity test when the covariables are functionals ⋮ Adaptive Nonparametric Comparison of Regression Curves ⋮ Testing heteroscedasticity in partially linear models with missing covariates ⋮ Regional residual plots for assessing the fit of linear regression models ⋮ Empirical likelihood based diagnostics for heteroscedasticity in partial linear models ⋮ Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors ⋮ A robust test for homoscedasticity in nonparametric regression ⋮ A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test ⋮ Heteroscedasticity checks for single index models ⋮ Testing heteroscedasticity in nonlinear and nonparametric regressions ⋮ On the estimation of a monotone conditional variance in nonparametric regression ⋮ Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing ⋮ Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models ⋮ Model-free tests for series correlation in multivariate linear regression ⋮ Testing independence in nonparametric regression ⋮ Understanding past ocean circulations: a nonparametric regression case study ⋮ A nonparametric hypothesis test for heteroscedasticity ⋮ A fully nonparametric diagnostic test for homogeneity of variances ⋮ Testing heteroscedasticity in nonparametric regression models based on residual analysis ⋮ Heteroscedasticity check in nonlinear semiparametric models based on nonparametric variance function ⋮ Some Methodological Aspects of Validation of Models in Nonparametric Regression ⋮ Test for heteroscedasticity in partially linear regression models ⋮ Testing model assumptions in multivariate linear regression models ⋮ Evaluating the adequacy of variance function using pairwise distances ⋮ Testing heteroscedasticity in nonparametric regression based on trend analysis ⋮ Testing heteroscedasticity in partially linear regression models ⋮ A consistent test for heteroscedasticity in nonparametric regression based on the kernel method ⋮ Robust comparison of regression curves ⋮ A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method ⋮ Heteroscedasticity checks for regression models
This page was built for publication: Testing Heteroscedasticity In Nonparametric Regression