Testing homoscedasticity in nonparametric regression
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Cites work
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Cited in
(34)- Testing independence in nonparametric regression
- Goodness-of-fit tests for parametric regression with selection biased data
- Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach
- Statistical tests in the partially linear additive regression models
- Heteroscedasticity test when the covariables are functionals
- Heteroscedasticity checks for single index models
- Tests for heteroskedasticity in transformation models
- A model specification test for the variance function in nonparametric regression
- Testing heteroscedasticity in nonparametric regression based on trend analysis
- Two tests for heterocedasticity in nonparametric regression
- Testing for a constant coefficient of variation in nonparametric regression
- Conditional variance model checking
- Estimating the conditional error distribution in non-parametric regression
- Testing heteroscedasticity in partially linear models with missing covariates
- A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method
- cvmgof: an R package for Cramér–von Mises goodness-of-fit tests in regression models
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- An omnibus test of goodness-of-fit for conditional distributions with applications to regression models
- A simple test for spatial heteroscedasticity in spatially varying coefficient models
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- scientific article; zbMATH DE number 5032817 (Why is no real title available?)
- Understanding past ocean circulations: a nonparametric regression case study
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- Minimum distance conditional variance function checking in heteroscedastic regression models
- Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing
- A nonparametric measure of heteroskedasticity
- Tests for the equality of conditional variance functions in nonparametric regression
- A simple test for the parametric form of the variance function in nonparametric regression
- A test for the parametric form of the variance function in a partial linear regression model
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