Pages that link to "Item:Q90697"
From MaRDI portal
The following pages link to Testing for constant variance in a linear model (Q90697):
Displaying 32 items.
- Profiling heteroscedasticity in linear regression models (Q90754) (← links)
- skedastic (Q90775) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Empirical smoothing lack-of-fit tests for variance function (Q413362) (← links)
- Minimum distance conditional variance function checking in heteroscedastic regression models (Q631625) (← links)
- Heteroscedasticity diagnostics for \(t\) linear regression models (Q745477) (← links)
- Testing heteroscedasticity by wavelets in a nonparametric regression model (Q867776) (← links)
- A simple test for the parametric form of the variance function in nonparametric regression (Q904052) (← links)
- A test for the parametric form of the variance function in a partial linear regression model (Q935431) (← links)
- Empirical likelihood based diagnostics for heteroscedasticity in partial linear models (Q961806) (← links)
- Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models (Q1007470) (← links)
- Homogeneity diagnostics for skew-normal nonlinear regression models (Q1009722) (← links)
- Testing heteroscedasticity in nonparametric regression models based on residual analysis (Q1032780) (← links)
- A consistent test for heteroscedasticity in nonparametric regression based on the kernel method (Q1600728) (← links)
- Heteroscedasticity checks for regression models (Q1609588) (← links)
- Test for heteroscedasticity in partially linear regression models (Q2320630) (← links)
- Testing heteroscedasticity in nonparametric regression based on trend analysis (Q2336423) (← links)
- Statistical inference for a semiparametric measurement error regression model with hetero\-scedastic errors (Q2455712) (← links)
- Conditional variance model checking (Q2655067) (← links)
- On the Use of the Variogram in Checking for Independence in Spatial Data (Q3078712) (← links)
- A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method (Q3143490) (← links)
- Testing for Heteroscedasticity and/or Autocorrelation in Longitudinal Mixed Effect Nonlinear Models with AR(1) Errors (Q3436003) (← links)
- A robust test for homoscedasticity in nonparametric regression (Q3589226) (← links)
- Heteroscedasticity diagnostics in two-phase linear regression models (Q3638526) (← links)
- Statistical Diagnostics for Skew-t-Normal Nonlinear Models (Q3652747) (← links)
- Adaptive tests of regression functions via multiscale generalized likelihood ratios (Q4454065) (← links)
- Testing model assumptions in multivariate linear regression models (Q4485006) (← links)
- Testing for Heteroscedasticity in Nonlinear Regression Models (Q4795559) (← links)
- A simple test for spatial heteroscedasticity in spatially varying coefficient models (Q5065275) (← links)
- A GRAPHICAL DIAGNOSTIC FOR VARIANCE FUNCTIONS (Q5449886) (← links)
- Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models (Q5449923) (← links)
- A fully nonparametric diagnostic test for homogeneity of variances (Q5486556) (← links)