A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test-Reference-Cited by-同舟云学术

A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test

Published:2017-12-23 Issue:4 Volume:27 Page:896-920
ISSN:1133-0686
Container-title:TEST
language:en
Short-container-title:TEST

Author:

Bai Zhidong,Pan Guangming,Yin Yanqing

Funder

Ministry of Education - Singapore

Ministry of Education - Singapore (SG)

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://link.springer.com/article/10.1007/s11749-017-0575-x/fulltext.html

Reference19 articles.

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2. Azzalini A, Bowman A (1993) On the use of nonparametric regression for checking linear relationships. J R Stat Soc Ser B Methodol 55(2):549–557

3. Bai Z, Silverstein JW (2010) Spectral analysis of large dimensional random matrices. Springer, Berlin

4. Breusch TS, Pagan AR (1979) A simple test for heteroscedasticity and random coefficient variation. Econom J Econom Soc 47(5):1287–1294

5. Cook RD, Weisberg S (1983) Diagnostics for heteroscedasticity in regression. Biometrika 70(1):1–10

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