Tests for the equality of conditional variance functions in nonparametric regression
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 3153601 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- A Non‐parametric <scp>ANOVA</scp>‐type Test for Regression Curves Based on Characteristic Functions
- A new efficient statistical test for detecting variability in the gene expression data
- A robust test for homoscedasticity in nonparametric regression
- A test for the two-sample problem based on empirical characteristic functions
- An updated review of goodness-of-fit tests for regression models
- Approximation Theorems of Mathematical Statistics
- Comparison of Regression Curves Using Quasi-Residuals
- Comparison of error distributions in nonparametric regression
- Conditional variance model checking
- Efficient estimation of conditional variance functions in stochastic regression
- Goodness-of-fit tests for multiplicative models with dependent data
- NONPARAMETRIC ESTIMATION OF VOLATILITY FUNCTIONS: THE LOCAL EXPONENTIAL ESTIMATOR
- Non-parametric estimation of the residual distribution
- Nonparametric comparison of regression curves: An empirical process approach
- Nonparametric comparison of regression functions
- Regression discontinuity designs: a guide to practice
- Semiparametric Estimator of Time Series Conditional Variance
- Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals
- Specification tests in nonparametric regression
- Testing for the equality of \(k\) regression curves
- Testing homoscedasticity in nonparametric regression
- Testing the equality of nonparametric regression curves
- The impact of Levene's test of equality of variances on statistical theory and practice
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
Cited in
(14)- Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations
- Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing
- Nonparametric Tests for the Effect of a Treatment on the Conditional Variance
- An equality test across nonparametric regressions
- A model specification test for the variance function in nonparametric regression
- An omnibus non-parametric test of equality in distribution for unknown functions
- Computationally efficient approximations for independence tests in non-parametric regression
- How to compare interpretatively different models for the conditional variance function
- scientific article; zbMATH DE number 6324494 (Why is no real title available?)
- A Two-Sample Conditional Distribution Test Using Conformal Prediction and Weighted Rank Sum
- A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS
- A two-sample test for the error distribution in nonparametric regression based on the characteristic function
- A fully nonparametric diagnostic test for homogeneity of variances
- Testing for superiority between two variance functions
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