A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method

DOI10.1080/02331888.2010.543464zbMath1316.62057OpenAlexW1970516019MaRDI QIDQ3143490

Xiaoyi Qu, Jin-Guan Lin

Publication date: 30 November 2012

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2010.543464

zbMATH Keywords

asymptotic normalityheteroscedasticity testpower simulationnonlinear semiparametric regression model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Nonparametric hypothesis testing (62G10)

Related Items (7)

Pairwise distance-based heteroscedasticity test for regressions ⋮ Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach ⋮ Unnamed Item ⋮ Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data ⋮ Rank tests in heteroscedastic linear model with nuisance parameters ⋮ Statistical tests in the partially linear additive regression models ⋮ Heteroscedasticity checks for single index models

Cites Work

• Unnamed Item
• Unnamed Item
• Diagnostics for heteroscedasticity in regression
• Testing for constant variance in a linear model
• A consistent test of functional form via nonparametric estimation techniques
• Heteroscedasticity diagnostics for \(t\) linear regression models
• Bandwidth choice for nonparametric regression
• A simple test for the parametric form of the variance function in nonparametric regression
• A test for the parametric form of the variance function in a partial linear regression model
• Testing for varying dispersion in exponential family nonlinear models
• A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
• On a semiparametric variance function model and a test for heteroscedasticity
• Two tests for heterocedasticity in nonparametric regression
• Testing heteroscedasticity in partially linear regression models
• Testing for departures from nominal dispersion in generalized nonlinear models with varying dispersion and/or additive random effects
• Varying Dispersion Diagnostics for Inverse Gaussian Regression Models
• Testing Heteroscedasticity In Nonparametric Regression
• Testing homoscedasticity in nonparametric regression
• Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression
• Testing and Adjusting for Departures from Nominal Dispersion in Generalized Linear Models
• Designs for Regression Problems with Correlated Errors III

This page was built for publication: A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method