Pages that link to "Item:Q1600728"

The following pages link to A consistent test for heteroscedasticity in nonparametric regression based on the kernel method (Q1600728):

Displaying 44 items.

• New tests of heteroskedasticity in linear regression model (Q90734) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• Empirical smoothing lack-of-fit tests for variance function (Q413362) (← links)
• Minimum distance conditional variance function checking in heteroscedastic regression models (Q631625) (← links)
• Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing (Q734559) (← links)
• Pairwise distance-based heteroscedasticity test for regressions (Q829105) (← links)
• A nonparametric measure of heteroskedasticity (Q830680) (← links)
• A simple test for the parametric form of the variance function in nonparametric regression (Q904052) (← links)
• Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach (Q959419) (← links)
• Empirical likelihood based diagnostics for heteroscedasticity in partial linear models (Q961806) (← links)
• On a robust local estimator for the scale function in heteroscedastic nonparametric regression (Q984008) (← links)
• Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models (Q1007470) (← links)
• Testing independence in nonparametric regression (Q1021854) (← links)
• Testing heteroscedasticity in nonparametric regression models based on residual analysis (Q1032780) (← links)
• Heteroscedasticity check in nonlinear semiparametric models based on nonparametric variance function (Q1032803) (← links)
• Kernel-based testing with skewed and heavy-tailed data: evidence from a nonparametric test for heteroskedasticity (Q1629608) (← links)
• Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach (Q1659003) (← links)
• Statistical tests in the partially linear additive regression models (Q1731204) (← links)
• Model checks for parametric regression models (Q1944371) (← links)
• Heteroscedasticity checks for single index models (Q2018595) (← links)
• Tests for heteroskedasticity in transformation models (Q2165831) (← links)
• Test for heteroscedasticity in partially linear regression models (Q2320630) (← links)
• Testing heteroscedasticity in nonparametric regression based on trend analysis (Q2336423) (← links)
• Model checking for parametric regressions with response missing at random (Q2352448) (← links)
• Two tests for heterocedasticity in nonparametric regression (Q2430230) (← links)
• Testing for a constant coefficient of variation in nonparametric regression (Q2431725) (← links)
• Statistical inference of partially linear regression models with heteroscedastic errors (Q2455463) (← links)
• Statistical inference for a semiparametric measurement error regression model with hetero\-scedastic errors (Q2455712) (← links)
• Variance estimation in nonparametric regression via the difference sequence method (Q2466688) (← links)
• Conditional variance model checking (Q2655067) (← links)
• A nonparametric hypothesis test for heteroscedasticity (Q2832027) (← links)
• Estimating the conditional error distribution in non-parametric regression (Q2911717) (← links)
• Scale checks in censored regression (Q2911720) (← links)
• Testing heteroscedasticity in partially linear models with missing covariates (Q3021191) (← links)
• A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method (Q3143490) (← links)
• cvmgof: an R package for Cramér–von Mises goodness-of-fit tests in regression models (Q3390623) (← links)
• A robust test for homoscedasticity in nonparametric regression (Q3589226) (← links)
• A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS (Q4443966) (← links)
• A nonparametric hypothesis test for heteroscedasticity in multiple regression (Q4960863) (← links)
• (Q5004036) (← links)
• Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data (Q5130356) (← links)
• Testing heteroscedasticity in nonlinear and nonparametric regressions (Q5192952) (← links)
• Understanding past ocean circulations: a nonparametric regression case study (Q5476221) (← links)
• Testing the parametric form of the conditional variance in regressions based on distance covariance (Q6071706) (← links)