Testing heteroscedasticity in nonparametric regression models based on residual analysis

DOI10.1007/S11766-008-1648-0MaRDI QIDQ1032780zbMATH OpenOpenAlexFDO

Authors J. Blot

Publication date 11 November 2009

Published in Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11766-008-1648-0

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) General nonlinear regression (62J02)

Recommendations

• Testing Heteroscedasticity In Nonparametric Regression
• A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
• Testing heteroscedasticity in nonparametric regression based on trend analysis
• A nonparametric hypothesis test for heteroscedasticity in multiple regression
• A nonparametric hypothesis test for heteroscedasticity

Cites work

• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• A Test for Heteroscedasticity Based on Ordinary Least Squares Residuals
• Diagnostics for heteroscedasticity in regression
• Estimation of heteroscedasticity in regression analysis
• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 42417 (Why is no real title available?)
• scientific article; zbMATH DE number 472928 (Why is no real title available?)
• Nonparametric smoothing and lack-of-fit tests
• On a semiparametric variance function model and a test for heteroscedasticity
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• Testing for constant variance in a linear model
• Testing Heteroscedasticity In Nonparametric Regression
• Testing heteroscedasticity in partially linear regression models

Cited in

(9)

• Local polynomial expectile regression
• Testing heteroscedasticity in nonparametric regression based on trend analysis
• A quasi-residuals method
• TESTING THE STABILITY OF REGRESSION COEFFICIENTS USING GENERALIZED RECURSIVE RESIDUALS
• Testing Heteroscedasticity In Nonparametric Regression
• Detecting heteroscedasticity in non-parametric regression using weighted empirical processes
• An LM test based on generalized residuals for random effects in a nonlinear model
• Nonparametric estimation of conditional expectile-based risk measures
• A test for heteroscedasticity and non-normality of regression residuals: a practical approach

This page was built for publication: Testing heteroscedasticity in nonparametric regression models based on residual analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1032780)