An ANOVA-type nonparametric diagnostic test for heteroscedastic regression models

DOI10.1080/10485250802066112zbMath1142.62025OpenAlexW2153039694MaRDI QIDQ3523675

Michael G. Akritas, Ingrid Van Keilegom, Lan Wang

Publication date: 5 September 2008

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250802066112

zbMATH Keywords

local alternativesnonparametric regressionheteroscedastic errorslack-of-fit testsnearest neighbourhood

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Analysis of variance and covariance (ANOVA) (62J10)

Related Items

Estimation of river and stream temperature trends under haphazard sampling, Lack-of-fit tests based on weighted ratio of residuals and variances, A new nonparametric lack-of-fit test of nonlinear regression in presence of heteroscedastic variances, On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap, ANOVA for longitudinal data with missing values, Testing for local covariate trend effects in volatility models, Nonparametric significance testing and group variable selection, Hypothesis testing sure independence screening for nonparametric regression, A distribution free test to detect general dependence between a response variable and a covariate in the presence of heteroscedastic treatment effects, A local factor nonparametric test for trend synchronism in multiple time series, A nonparametric hypothesis test for heteroscedasticity, Testing for additivity in nonparametric heteroscedastic regression models, Test for heteroscedasticity in partially linear regression models, Lack of fit test for long memory regression models

Cites Work

• Unnamed Item
• Unnamed Item
• Bandwidth choice for nonparametric regression
• An omnibus test for departures from constant mean
• Testing goodness-of-fit in regression via order selection criteria
• Comparing nonparametric versus parametric regression fits
• Nonparametric model checks for regression
• Nonparametric smoothing and lack-of-fit tests
• Validation of linear regression models
• Generalized likelihood ratio statistics and Wilks phenomenon
• ANOVA and rank tests when the number of treatments is large
• Testing for No Effect by Cosine Series Methods
• Testing Heteroscedasticity In Nonparametric Regression
• Goodness-of-Fit Tests for Parametric Regression Models
• Testing the Goodness of Fit of Parametric Regression Models with Random Toeplitz Forms
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• Designs for Regression Problems with Correlated Errors III
• Heteroscedastic One-Way ANOVA and Lack-of-Fit Tests
• Distribution of the Ratio of the Mean Square Successive Difference to the Variance
• Goodness-of-fit tests for kernel regression with an application to option implied volatilities