Pairwise distance-based heteroscedasticity test for regressions

DOI10.1007/s11425-018-9462-2zbMath1465.62075OpenAlexW3036417878MaRDI QIDQ829105

Xu Guo, Shumei Zhang, Li Xing Zhu, Xue-Jun Jiang

Publication date: 5 May 2021

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-018-9462-2

zbMATH Keywords

dimensionalityheteroscedasticity testingpairwise distanceU-statistic theory

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (6)

Tests for heteroskedasticity in transformation models ⋮ Significance test for semiparametric conditional average treatment effects and other structural functions ⋮ Testing the parametric form of the conditional variance in regressions based on distance covariance ⋮ Distance-covariance-based tests for heteroscedasticity in nonlinear regressions ⋮ Evaluating the adequacy of variance function using pairwise distances ⋮ Consistent model checking procedures for parametric regressions with missing response

Uses Software

• energy
• IndependenceTests

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• Unnamed Item
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