Testing heteroscedasticity by wavelets in a nonparametric regression model

DOI10.1007/S11425-006-2016-2MaRDI QIDQ867776zbMATH OpenOpenAlexFDO

Authors Heung Wong, Wai-cheung Ip, Yuan Li

Publication date 16 February 2007

Published in Science in China. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11425-006-2016-2

zbMATH Keywords

waveletsheteroscedasticityregression modelsignificance test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Numerical methods for wavelets (65T60)

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Cites work

• scientific article; zbMATH DE number 3765004 (Why is no real title available?)
• scientific article; zbMATH DE number 1271139 (Why is no real title available?)
• scientific article; zbMATH DE number 472928 (Why is no real title available?)
• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• A Test for Heteroscedasticity Based on Ordinary Least Squares Residuals
• Diagnostics for heteroscedasticity in regression
• Efficient estimation of conditional variance functions in stochastic regression
• Jump and sharp cusp detection by wavelets
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• Miscellanea. Score tests for heteroscedasticity in wavelet regression
• On a semiparametric variance function model and a test for heteroscedasticity
• On comparison of jump point detection for an exchange rate series
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• Ten Lectures on Wavelets
• Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
• Testing Heteroscedasticity In Nonparametric Regression
• Testing for constant variance in a linear model

Cited in

(7)

• Detection of the jump points of a heteroscedastic regression model by wavelets
• A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION
• Miscellanea. Score tests for heteroscedasticity in wavelet regression
• scientific article; zbMATH DE number 5284001 (Why is no real title available?)
• Testing heteroscedasticity by wavelets in a nonparametric autoregressive model
• Score test for homogeneity of variances in longitudinal time series via wavelets
• Testing variances in wavelet regression models

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