Pages that link to "Item:Q4960863"
From MaRDI portal
The following pages link to A nonparametric hypothesis test for heteroscedasticity in multiple regression (Q4960863):
Displaying 23 items.
- Nonparametric significance testing and group variable selection (Q476217) (← links)
- A study of several new and existing tests for heteroscedasticity in the general linear model (Q760733) (← links)
- Pairwise distance-based heteroscedasticity test for regressions (Q829105) (← links)
- A test for heteroscedasticity and non-normality of regression residuals: a practical approach (Q902677) (← links)
- Testing heteroscedasticity in nonparametric regression models based on residual analysis (Q1032780) (← links)
- A consistent test for heteroscedasticity in nonparametric regression based on the kernel method (Q1600728) (← links)
- Heteroscedasticity checks for regression models (Q1609588) (← links)
- Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach (Q1659003) (← links)
- A new method of hypothesis test for truncated spline nonparametric regression influenced by spatial heterogeneity and application (Q1728547) (← links)
- Heteroscedasticity test when the covariables are functionals (Q1747423) (← links)
- Distance-covariance-based tests for heteroscedasticity in nonlinear regressions (Q2239335) (← links)
- Testing heteroscedasticity in nonparametric regression based on trend analysis (Q2336423) (← 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)
- A conservative test and confidence region for comparing heteroscedastic regressions (Q3774752) (← links)
- Detecting Heteroscedasticity in Non-Parametric Regression Using Weighted Empirical Processes (Q4628021) (← links)
- Detection of marginal heteroscedasticity for partial linear single-index models (Q5082565) (← links)
- The Hausman Test, and Some Alternatives, with Heteroskedastic Data (Q5133594) (← links)
- Testing heteroscedasticity in nonlinear and nonparametric regressions (Q5192952) (← links)
- Dimension test approach of heteroscedasticity in the linear model (Q5373864) (← links)
- (Q5474930) (← links)
- A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models (Q5861525) (← links)