Pages that link to "Item:Q5192952"

The following pages link to Testing heteroscedasticity in nonlinear and nonparametric regressions (Q5192952):

Displaying 35 items.

• Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
• Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269) (← links)
• Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
• Pairwise distance-based heteroscedasticity test for regressions (Q829105) (← links)
• Heteroscedasticity check in nonlinear semiparametric models based on nonparametric variance function (Q1032803) (← links)
• Testing goodness-of-fit for nonlinear regression models with heterogeneous variances (Q1391993) (← links)
• A consistent test for heteroscedasticity in nonparametric regression based on the kernel method (Q1600728) (← links)
• Heteroscedasticity checks for regression models (Q1609588) (← 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)
• Root-\(n\) consistent kernel density estimation in practice (Q1669819) (← links)
• A test for a parametric form of the volatility in second-order diffusion models (Q1695433) (← links)
• Heteroscedasticity test when the covariables are functionals (Q1747423) (← links)
• Heteroscedasticity checks for single index models (Q2018595) (← links)
• Evaluating the adequacy of variance function using pairwise distances (Q2089032) (← links)
• Tests for heteroskedasticity in transformation models (Q2165831) (← links)
• A new test for heteroscedasticity in single-index models (Q2195886) (← links)
• Distance-covariance-based tests for heteroscedasticity in nonlinear regressions (Q2239335) (← links)
• Test for heteroscedasticity in partially linear regression models (Q2320630) (← links)
• Two tests for heterocedasticity in nonparametric regression (Q2430230) (← links)
• Testing heteroscedasticity in partially linear regression models (Q2573991) (← links)
• Testing heteroskedasticity for predictive regressions with nonstationary regressors (Q2660025) (← links)
• A nonparametric hypothesis test for heteroscedasticity (Q2832027) (← links)
• A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method (Q3143490) (← links)
• On Hotelling's Approach to Testing for a Nonlinear Parameter in Regression (Q3489159) (← links)
• (Q3501294) (← links)
• Testing for heteroscedasticity occuring at unknown points (Q3750814) (← links)
• (Q4272789) (← links)
• Testing for Heteroscedasticity in Nonlinear Regression Models (Q4795559) (← links)
• A nonparametric hypothesis test for heteroscedasticity in multiple regression (Q4960863) (← links)
• (Q5004036) (← links)
• Combining the Virtues of Stochastic Frontier and Data Envelopment Analysis (Q5129215) (← links)
• (Q5474930) (← links)
• A nonparametric specification test for the volatility functions of diffusion processes (Q5860932) (← links)
• Testing the parametric form of the conditional variance in regressions based on distance covariance (Q6071706) (← links)