Testing variances in wavelet regression models

DOI10.1016/S0167-7152(02)00353-XzbMath1013.62053MaRDI QIDQ1812044

Alwell Julius Oyet, Brajendra Chandra Sutradhar

Publication date: 18 June 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

time seriesHaar waveletsweighted least squaresDaubechies waveletsGasser-Mueller estimatorpartial score test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Related Items (5)

Variance component testing in semiparametric mixed models ⋮ Testing the correlation and heterogeneity for hierarchical nonlinear mixed-effects models ⋮ Change‐Point Tests for the Error Distribution in Non‐parametric Regression ⋮ Score Test for Homogeneity of Variances in Longitudinal Time Series Via Wavelets ⋮ ON WAVELET METHODS FOR TESTING EQUALITY OF MEAN RESPONSE CURVES

Cites Work

• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• A note on Studentizing a test for heteroscedasticity
• Wavelets, approximation, and statistical applications
• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Kernel Regression Estimation Using Repeated Measurements Data
• Wavelet decomposition approaches to statistical inverse problems
• Miscellanea. Score tests for heteroscedasticity in wavelet regression
• Wavelet Methods for Curve Estimation
• Robust designs for wavelet approximations of regression models
• On asymptotically optimal tests of composite hypotheses
• Properties of sufficiency and statistical tests
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