A simple test for the parametric form of the variance function in nonparametric regression
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Publication:904052
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Cites work
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- scientific article; zbMATH DE number 3988509 (Why is no real title available?)
- scientific article; zbMATH DE number 42417 (Why is no real title available?)
- scientific article; zbMATH DE number 1354815 (Why is no real title available?)
- A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
- Asymptotically optimal difference-based estimation of variance in nonparametric regression
- Central limit theorems for sums of α-mixing random variables
- Designs for Regression Problems with Correlated Errors III
- Diagnostics for heteroscedasticity in regression
- Estimating the Variance In Nonparametric Regression—What is a Reasonable Choice?
- Heteroscedastic regression in computer vision: Problems with bilinear constraint
- Heteroscedasticity checks for regression models
- Nonparametric Monte Carlo tests and their applications.
- On robust tests for heteroscedasticity
- Residual variance and residual pattern in nonlinear regression
- Testing Heteroscedasticity In Nonparametric Regression
- Testing for constant variance in a linear model
- Testing homoscedasticity in nonparametric regression
- Testing the Goodness of Fit of Parametric Regression Models with Random Toeplitz Forms
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Cited in
(28)- Tests for the equality of conditional variance functions in nonparametric regression
- Estimating the conditional error distribution in non-parametric regression
- Bandwidth choice for robust nonparametric scale function estimation
- Testing linear regression models in non regular case
- Scale checks in censored regression
- Evaluating the adequacy of variance function using pairwise distances
- Conditional variance model checking
- Empirical smoothing lack-of-fit tests for variance function
- A robust test for homoscedasticity in nonparametric regression
- Distribution-free testing in linear and parametric regression
- A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method
- Minimum distance conditional variance function checking in heteroscedastic regression models
- Non‐parametric Analysis of Covariance – The Case of Inhomogeneous and Heteroscedastic Noise
- A model specification test for the variance function in nonparametric regression
- Testing for a constant coefficient of variation in nonparametric regression by empirical processes
- Test for heteroscedasticity in partially linear regression models
- Distribution-free tests of conditional moment inequalities
- A nonparametric hypothesis test for heteroscedasticity
- On a semiparametric variance function model and a test for heteroscedasticity
- On a robust local estimator for the scale function in heteroscedastic nonparametric regression
- On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression
- Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing
- Testing the parametric structure of the variance function in non-parametric regression.
- A fully nonparametric diagnostic test for homogeneity of variances
- Testing a parametric function against a non‐parametric alternative in IV and GMM settings
- Testing the parametric form of the conditional variance in regressions based on distance covariance
- Testing for superiority between two variance functions
- A test for the parametric form of the variance function in a partial linear regression model
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