Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
A New Test for the Parametric Form of the Variance Function in Non-Parametric Regression - MaRDI portal

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

From MaRDI portal
Publication:5088203

DOI10.1111/j.1467-9868.2007.00616.xOpenAlexW1944657746MaRDI QIDQ5088203

Ingrid Van Keilegom, Natalie Neumeyer, Dette, Holger

Publication date: 11 July 2022

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2003/21636




Related Items (29)

Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovationsDistribution-free testing in linear and parametric regressionPairwise distance-based heteroscedasticity test for regressionsSmooth simultaneous confidence band for the error distribution function in nonparametric regressionGoodness-of-fit tests in semiparametric transformation modelsAsymptotic distribution-free tests for semiparametric regressions with dependent dataHeteroscedasticity testing for regression models: a dimension reduction-based model adaptive approachConditional variance model checkingTests for heteroskedasticity in transformation modelsResiduals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient modelsTesting the parametric form of the conditional variance in regressions based on distance covarianceAdaptive-to-Model Hybrid of Tests for RegressionsEmpirical smoothing lack-of-fit tests for variance functionUnnamed ItemMinimum distance conditional variance function checking in heteroscedastic regression modelsA Review on Dimension-Reduction Based Tests For RegressionsAn omnibus test of goodness-of-fit for conditional distributions with applications to regression modelsGoodness-of-fit tests for the error distribution in nonparametric regressionEstimating the error distribution in nonparametric multiple regression with applications to model testingHeteroscedasticity checks for single index modelsA constructive hypothesis test for the single-index models with two groupsFrontier estimation in nonparametric location-scale modelsEstimating the innovation distribution in nonparametric autoregressionOracle-efficient estimation for functional data error distribution with simultaneous confidence bandTest for heteroscedasticity in partially linear regression modelsThe empirical process of residuals from an inverse regressionA model specification test for the variance function in nonparametric regressionEvaluating the adequacy of variance function using pairwise distancesA joint test for parametric specification and independence in nonlinear regression models







This page was built for publication: A New Test for the Parametric Form of the Variance Function in Non-Parametric Regression