Testing heteroscedasticity by wavelets in a nonparametric regression model

DOI10.1007/S11425-006-2016-2zbMATH Open1105.62043OpenAlexW1576271096MaRDI QIDQ867776FDOQ867776

Authors: Heung Wong, Wai-cheung Ip, Yuan Li 

Publication date: 16 February 2007

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-006-2016-2

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zbMATH Keywords

waveletsheteroscedasticityregression modelsignificance test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Numerical methods for wavelets (65T60)

Cites Work

• Efficient estimation of conditional variance functions in stochastic regression
• On a semiparametric variance function model and a test for heteroscedasticity
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• Ten Lectures on Wavelets
• Testing Heteroscedasticity In Nonparametric Regression
• Jump and sharp cusp detection by wavelets
• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• Diagnostics for heteroscedasticity in regression
• Testing for constant variance in a linear model
• A Test for Heteroscedasticity Based on Ordinary Least Squares Residuals
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• Title not available (Why is that?)
• Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
• Miscellanea. Score tests for heteroscedasticity in wavelet regression
• Title not available (Why is that?)
• Title not available (Why is that?)
• On comparison of jump point detection for an exchange rate series

Cited In (7)

• A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION
• Detection of the jump points of a heteroscedastic regression model by wavelets
• Miscellanea. Score tests for heteroscedasticity in wavelet regression
• Title not available (Why is that?)
• Testing heteroscedasticity by wavelets in a nonparametric autoregressive model
• Score test for homogeneity of variances in longitudinal time series via wavelets
• Testing variances in wavelet regression models

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