A nonparametric hypothesis test for heteroscedasticity
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Publication:2832027
DOI10.1080/10485252.2016.1225735zbMath1348.62211OpenAlexW2523151162MaRDI QIDQ2832027
Seon Jin Kim, Adriano Zanin Zambom
Publication date: 4 November 2016
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2016.1225735
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Analysis of variance and covariance (ANOVA) (62J10)
Cites Work
- A consistent test of functional form via nonparametric estimation techniques
- A simple test for the parametric form of the variance function in nonparametric regression
- A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
- Two tests for heterocedasticity in nonparametric regression
- An ANOVA-type nonparametric diagnostic test for heteroscedastic regression models
- A robust test for homoscedasticity in nonparametric regression
- Testing Heteroscedasticity In Nonparametric Regression
- Semiparametric Regression
- Testing heteroscedasticity in nonlinear and nonparametric regressions
- A fully nonparametric diagnostic test for homogeneity of variances
- Heteroscedastic One-Way ANOVA and Lack-of-Fit Tests
- Distribution of the Ratio of the Mean Square Successive Difference to the Variance
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