Pages that link to "Item:Q90717"

The following pages link to A Test for Heteroscedasticity Based on Ordinary Least Squares Residuals (Q90717):

Displaying 28 items.

• Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
• A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test (Q90730) (← links)
• skedastic (Q90775) (← links)
• Heteroscedasticity detection and estimation with quantile difference method (Q328092) (← links)
• Empirical smoothing lack-of-fit tests for variance function (Q413362) (← links)
• Minimum distance conditional variance function checking in heteroscedastic regression models (Q631625) (← links)
• A study of several new and existing tests for heteroscedasticity in the general linear model (Q760733) (← links)
• Testing heteroscedasticity by wavelets in a nonparametric regression model (Q867776) (← links)
• Diagnostics for skew-normal nonlinear regression models with AR(1) errors (Q961944) (← links)
• Testing heteroscedasticity in nonparametric regression models based on residual analysis (Q1032780) (← links)
• Testing strategies for model specification (Q1084825) (← links)
• A consistent test for heteroscedasticity in nonparametric regression based on the kernel method (Q1600728) (← links)
• Constructing dynamic life tables with a single-factor model (Q2026541) (← links)
• Evaluating the adequacy of variance function using pairwise distances (Q2089032) (← links)
• Locally most powerful test for testing the equality of variances of two linear models with common regression parameters (Q2277700) (← links)
• Model-free tests for series correlation in multivariate linear regression (Q2301085) (← links)
• Test for heteroscedasticity in partially linear regression models (Q2320630) (← links)
• Testing for correlation between traits under directional evolution (Q2328257) (← links)
• Conditional variance model checking (Q2655067) (← links)
• Bartlett corrections and bias correction for two heteroscedastic regression models (Q3137535) (← links)
• Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors (Q3155259) (← links)
• Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae (Q3474058) (← links)
• A robust test for homoscedasticity in nonparametric regression (Q3589226) (← links)
• Testing for heteroscedasticity occuring at unknown points (Q3750814) (← links)
• The power and robustness properties of tests for heteroskedasticity when the regressors are trended (Q4019297) (← links)
• Testing of Homogeneity for Correlation and Variance in Nonlinear Regression Models with DBL(<b><i>p</i></b>, 0, 1) Random Errors (Q4434425) (← links)
• Nonparametric Subset Scanning for Detection of Heteroscedasticity (Q5057091) (← links)
• Monte Carlo power comparison of seven most commonly used heteroscedasticity tests (Q5082956) (← links)