A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test
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Publication:90730
DOI10.1007/s11749-017-0575-xzbMath1420.62291arXiv1603.03830OpenAlexW3098971208MaRDI QIDQ90730
Yanqing Yin, Zhi-Dong Bai, Guangming Pan, Guangming Pan, Yanqing Yin, Zhi-Dong Bai
Publication date: 23 December 2017
Published in: TEST, Test (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.03830
heteroscedasticitydependent random variableshigh-dimensional regressiondesign matrixhomoscedasticitybreusch and pagan testcltwhite's test
Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05)
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