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Conditional variance model checking (Q2655067)

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Language	Label	Description	Also known as
English	Conditional variance model checking	scientific article

Statements

scholarly article

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Conditional variance model checking (English)

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Journal of Statistical Planning and Inference

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publication date

22 January 2010

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zbMATH Keywords

heteroscedasticity

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lack-of-fit test

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martingale transformation

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Brownian motion

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jspi.2009.10.008

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Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models

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Diagnostics for heteroscedasticity in regression

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A consistent test for heteroscedasticity in nonparametric regression based on the kernel method

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Testing Heteroscedasticity In Nonparametric Regression

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A New Test for the Parametric Form of the Variance Function in Non-Parametric Regression

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A simple test for the parametric form of the variance function in nonparametric regression

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Testing for constant variance in a linear model

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A Test for Heteroscedasticity Based on Ordinary Least Squares Residuals

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Asymptotic Properties of Non-Linear Least Squares Estimators

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Martingale Approach in the Theory of Goodness-of-Fit Tests

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An innovation approach to goodness-of-fit tests in \(R^ m\)

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Goodness of fit problem and scanning innovation martingales

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Martingale transforms goodness-of-fit tests in regression models.

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Robust Tests for Heteroscedasticity Based on Regression Quantiles

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Regression model checking with Berkson measurement errors

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Checking linearity of non-parametric component in partially linear models with an application in systemic inflammatory response syndrome study

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Testing homoscedasticity in nonparametric regression

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U-processes: Rates of convergence

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Model checks for regression: an innovation process approach

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Model Checks for Generalized Linear Models

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Distribution of the Ratio of the Mean Square Successive Difference to the Variance

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A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

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Asymptotic theory of nonlinear least squares estimation

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A consistent test of functional form via nonparametric estimation techniques

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Heteroscedasticity checks for regression models

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.JSPI.2009.10.008

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Sitelinks

Mathematics(1 entry)

mardi Publication:2655067

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