Pairwise distance-based heteroscedasticity test for regressions
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Publication:829105
DOI10.1007/s11425-018-9462-2zbMath1465.62075OpenAlexW3036417878MaRDI QIDQ829105
Xu Guo, Shumei Zhang, Li Xing Zhu, Xue-Jun Jiang
Publication date: 5 May 2021
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-018-9462-2
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)
Related Items (6)
Tests for heteroskedasticity in transformation models ⋮ Significance test for semiparametric conditional average treatment effects and other structural functions ⋮ Testing the parametric form of the conditional variance in regressions based on distance covariance ⋮ Distance-covariance-based tests for heteroscedasticity in nonlinear regressions ⋮ Evaluating the adequacy of variance function using pairwise distances ⋮ Consistent model checking procedures for parametric regressions with missing response
Uses Software
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