A nonparametric measure of heteroskedasticity
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 3221828 (Why is no real title available?)
- scientific article; zbMATH DE number 3222478 (Why is no real title available?)
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- A consistent test for conditional heteroskedasticity in time-series regression models
- A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
- Asymmetric Least Squares Estimation and Testing
- Asymptotic inference under heteroskedasticity of unknown form
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form
- Glejser's test revisited
- Heteroscedasticity checks for regression models
- Heteroskedasticity-robust inference in finite samples
- Income Variance Dynamics and Heterogeneity
- Inference in linear regression models with many covariates and heteroscedasticity
- Local Linear Quantile Regression
- Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae
- Multivariate locally weighted least squares regression
- Nonlinear Time Series
- Nonparametric estimates of regression quantiles and their local Bahadur representation
- Nonparametric estimation of a conditional quantile for \(\alpha\)-mixing processes
- Prediction and nonparametric estimation for time series with heavy tails
- Quality of fit measures in the framework of quantile regression
- Quantile inference for heteroscedastic regression models
- Quantile regression.
- Robust Tests for Heteroscedasticity Based on Regression Quantiles
- Testing Heteroscedasticity In Nonparametric Regression
- Testing for multiplicative heteroskedasticity
- Testing for structural change in conditional models
- Testing homoscedasticity in nonparametric regression
- The Bahadur representation for sample quantiles under weak dependence
- The local bootstrap for kernel estimators under general dependence conditions
- Uniform Bahadur representation for local polynomial estimates of M-regression and its application to the additive model
- Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
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