The following pages link to (Q5004036):
Displaying 6 items.
- Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach (Q1659003) (← links)
- Distance-covariance-based tests for heteroscedasticity in nonlinear regressions (Q2239335) (← links)
- A projection-based adaptive-to-model test for regressions (Q4602120) (← links)
- Dimension test approach of heteroscedasticity in the linear model (Q5373864) (← links)
- Testing the parametric form of the conditional variance in regressions based on distance covariance (Q6071706) (← links)
- Heteroscedasticity identification and variable selection via multiple quantile regression (Q6552567) (← links)
