Empirical likelihood based diagnostics for heteroscedasticity in partial linear models

DOI10.1016/j.csda.2009.02.029zbMath1453.62246OpenAlexW2074532147MaRDI QIDQ961806

Min Chen, Feng Liu, Heung Wong, Wai-Cheung Ip

Publication date: 1 April 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2009.02.029

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)

Related Items (6)

Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models ⋮ An updated review of goodness-of-fit tests for regression models ⋮ Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear models with missing responses ⋮ Empty set problem of maximum empirical likelihood methods ⋮ Testing heteroscedasticity in partially linear models with missing covariates ⋮ Validation tests for semi-parametric models

Uses Software

• bootstrap

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Diagnostics for heteroscedasticity in regression
• Testing for constant variance in a linear model
• Empirical likelihood ratio confidence regions
• Convergence rates for partially splined models
• A two-stage spline smoothing method for partially linear models
• Empirical likelihood for linear models
• Empirical likelihood for partial linear models with fixed designs
• Empirical likelihood and general estimating equations
• A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
• Empirical likelihood for partial linear models
• Testing heteroscedasticity in partially linear regression models
• Methodology and Algorithms of Empirical Likelihood
• Empirical likelihood ratio confidence intervals for a single functional
• Root-N-Consistent Semiparametric Regression
• Testing Heteroscedasticity In Nonparametric Regression
• Intentionally Biased Bootstrap Methods
• Asymptotic theory for partly linear models
• Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression

This page was built for publication: Empirical likelihood based diagnostics for heteroscedasticity in partial linear models