scientific article; zbMATH DE number 7376760

MaRDI QIDQ5004036zbMATH OpenFDO

Authors Falong Tan, Xu Guo, Li-Xing Zhu, Xuejun Jiang

Publication date 30 July 2021

Full work available at URL https://arxiv.org/abs/1808.02671

zbMATH Keywords

heteroscedasticity testingpartial linear modelsprojectionrelationship between virologic and immunologic responses in AIDS clinical trialsU-process

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) General nonlinear regression (62J02) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
• A consistent test for conditional heteroskedasticity in time-series regression models
• A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
• A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method
• A consistent test of functional form via nonparametric estimation techniques
• A model specification test for the variance function in nonparametric regression
• A New Test for the Parametric Form of the Variance Function in Non-Parametric Regression
• A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
• Adaptive-to-model checking for regressions with diverging number of predictors
• Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models
• Breaking the curse of dimensionality in nonparametric testing
• Checking the adequacy of a general linear model with responses missing at random
• Checking the adequacy of partial linear models with missing covariates at random
• Conditional variance model checking
• Convergence of stochastic processes
• Detecting heteroscedasticity in non-parametric regression using weighted empirical processes
• Diagnostics for heteroscedasticity in regression
• Empirical likelihood for a partially linear model with covariate data missing at random
• Estimation in Partially Linear Models With Missing Covariates
• Heteroscedasticity checks for regression models
• scientific article; zbMATH DE number 472928 (Why is no real title available?)
• scientific article; zbMATH DE number 2015215 (Why is no real title available?)
• Missing Time-Dependent Covariates in Human Immunodeficiency Virus Dynamic Models
• Model diagnosis for parametric regression in high-dimensional spaces
• On a semiparametric variance function model and a test for heteroscedasticity
• Root-n consistent estimation in partly linear regression models
• Testing heteroscedasticity in nonlinear and nonparametric regressions
• Testing Heteroscedasticity In Nonparametric Regression
• Two-sample test statistics for measuring discrepancies between two multivariate probability density functions using kernel-based density estimates
• U-processes: Rates of convergence
• Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression
• Weighted empirical processes in dynamic nonlinear models.

Cited in

(11)

• Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach
• Distance-covariance-based tests for heteroscedasticity in nonlinear regressions
• A projection-based adaptive-to-model test for regressions
• Testing for multivariate heteroscedasticity
• Dimension test approach of heteroscedasticity in the linear model
• Testing the parametric form of the conditional variance in regressions based on distance covariance
• Heteroscedasticity identification and variable selection via multiple quantile regression
• Testing heteroskedasticity in trace regression with low-rank matrix parameter
• Inference for partially linear quantile regression models in ultrahigh dimension
• Multiplier bootstrap specification tests for conditional variance functions in heteroskedastic regression models
• Testing model adequacy and heteroscedasticity in parametric regression models with double resampling method

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