Pages that link to "Item:Q1249398"
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The following pages link to Using residuals robustly I: Tests for heteroscedasticity, nonlinearity (Q1249398):
Displayed 40 items.
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- Profiling heteroscedasticity in linear regression models (Q90754) (← links)
- Optimal designs based on the maximum quasi-likelihood estimator (Q313118) (← links)
- Heteroscedasticity detection and estimation with quantile difference method (Q328092) (← links)
- A note on algebraic equivalence of White's test and a variation of the Godfrey/Breusch-Pagan test for heteroscedasticity (Q374864) (← links)
- Rank tests in heteroscedastic linear model with nuisance parameters (Q464390) (← links)
- Quantile inference for heteroscedastic regression models (Q630938) (← links)
- Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing (Q734559) (← links)
- A diagnostic for heteroscedasticity based on the Spearman rank correlation (Q753355) (← links)
- A study of several new and existing tests for heteroscedasticity in the general linear model (Q760733) (← links)
- Variance function additive partial linear models (Q902215) (← links)
- A simple test for the parametric form of the variance function in nonparametric regression (Q904052) (← links)
- Tree-structured model diagnostics for linear regression (Q1009312) (← links)
- Robust estimation in certain heteroscedastic linear models when there are many parameters (Q1052779) (← links)
- A note on Studentizing a test for heteroscedasticity (Q1164334) (← links)
- Rank tests for testing randomness of a regression coefficient in a linear regression model (Q1185340) (← links)
- Compromise designs in heteroscedastic linear models (Q1200664) (← links)
- Estimations in homoscedastic linear regression models with censored data: An empirical process approach (Q1383099) (← links)
- Robustifying Glejser test of heteroskedasticity (Q1580344) (← links)
- Some results for robust GM-based estimators in heteroscedastic regression models (Q1582373) (← links)
- Heteroscedasticity checks for regression models (Q1609588) (← links)
- A generalized partially linear framework for variance functions (Q1786908) (← links)
- On the asymptotic behavior of one-step estimates in heteroscedastic regression models. (Q1871310) (← links)
- Likelihood ratio-type tests in weighted composite quantile regression of DTARCH models (Q2010462) (← links)
- High-dimensional index volatility models via Stein's identity (Q2040038) (← links)
- Effect of heteroscedasticity and heterogeneousness on outlier detection for geodetic networks (Q2477768) (← links)
- Bartlett corrections and bias correction for two heteroscedastic regression models (Q3137535) (← links)
- Robust Testing Procedures in Heteroscedastic Linear Models (Q3616266) (← links)
- Estimation of the Variance Function in Heteroscedastic Linear Regression Models (Q3631435) (← links)
- Estimation in one–way classification with heteroscedastic error (Q3798080) (← links)
- The power and robustness properties of tests for heteroskedasticity when the regressors are trended (Q4019297) (← links)
- Optimal Designs When the Variance Is A Function of the Mean (Q4666673) (← links)
- Testing for multivariate heteroscedasticity (Q4832415) (← links)
- Information Ratio Test for Model Misspecification in Quasi-Likelihood Inference (Q4916452) (← links)
- Testing heteroscedasticity in nonlinear and nonparametric regressions (Q5192952) (← links)
- A fully nonparametric diagnostic test for homogeneity of variances (Q5486556) (← links)
- Robust estimation and variable selection in heteroscedastic linear regression (Q5742594) (← links)
- Rao's score test with nonparametric density estimators (Q5943795) (← links)
- Testing the parametric form of the conditional variance in regressions based on distance covariance (Q6071706) (← links)
- Nonlinear regression models with single‐index heteroscedasticity (Q6187985) (← links)