Testing the parametric form of the conditional variance in regressions based on distance covariance
From MaRDI portal
Publication:6071706
DOI10.1016/j.csda.2023.107851arXiv2205.08676MaRDI QIDQ6071706
No author found.
Publication date: 28 November 2023
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2205.08676
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Partial distance correlation with methods for dissimilarities
- Measuring and testing dependence by correlation of distances
- A Simple Test for Heteroscedasticity and Random Coefficient Variation
- Diagnostics for heteroscedasticity in regression
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Energy statistics: a class of statistics based on distances
- Empirical smoothing lack-of-fit tests for variance function
- Minimum distance conditional variance function checking in heteroscedastic regression models
- Pairwise distance-based heteroscedasticity test for regressions
- Brownian distance covariance
- Using residuals robustly I: Tests for heteroscedasticity, nonlinearity
- A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
- Heteroscedasticity checks for regression models
- Distance-covariance-based tests for heteroscedasticity in nonlinear regressions
- A model specification test for the variance function in nonparametric regression
- Conditional variance model checking
- Testing independence and goodness-of-fit in linear models
- Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals
- Testing Heteroscedasticity In Nonparametric Regression
- A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY
- A New Test for the Parametric Form of the Variance Function in Non-Parametric Regression
- Testing heteroscedasticity in nonlinear and nonparametric regressions
- Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models
This page was built for publication: Testing the parametric form of the conditional variance in regressions based on distance covariance
