Ratio tests for variance change in nonparametric regression

DOI10.1080/02331888.2012.708030MaRDI QIDQ5169748zbMATH OpenOpenAlexFDO

Authors Zhanshou Chen, Zheng Tian

Publication date 11 July 2014

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2012.708030

zbMATH Keywords

nonparametric regressionratio testvariance change

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric regression and quantile regression (62G08)

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Cites work

• Bandwidth selection for kernel regression with correlated errors
• Bootstrap test for change-points in nonparametric regression
• Change point estimation by local linear smoothing under a weak dependence condition
• Change-Point Detection With Non-Parametric Regression
• Change-point tests for the error distribution in nonparametric regression
• Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility
• Jump and sharp cusp detection by wavelets
• Mixing: Properties and examples
• Modified procedures for change point monitoring in linear models
• Monitoring variance change in infinite order moving average processes and nonstationary autoregressive processes
• Nonparametric estimation of structural change points in volatility models for time series
• Nonparametric inference on structural breaks
• Nonparametric regression with correlated errors.
• Nonparametric regression with long-range dependence
• On the cusum of squares test for variance change in nonstationary and nonparametric time series models
• Semiparametric Regression
• The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes

Cited in

(10)

• Abrupt change in mean using block bootstrap and avoiding variance estimation
• Testing structural changes in panel data with small fixed panel size and bootstrap
• Ratio test to detect variance change in nonparametric regression model under random design
• Ratio test for variance change point in linear process with long memory
• The Variance Ratio Test with Stable Paretian Errors
• Variance change-point detection in panel data models
• MOSUM monitoring for variance change in nonparametric regression models
• Ratio test to detect change in the variance of linear process
• Ratio tests under limiting normality
• Subsampling ratio tests for structural changes in time series with heavy-tailed AR( p ) errors

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