A test for the parametric form of the variance function in a partial linear regression model

Author:

Dette Holger,Marchlewski Mareen

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference24 articles.

1. Estimation and testing in a partial linear regression model under long-memory dependence;Aneiros-Pérez;Bernoulli,2004

2. Robust tests in semiparametric partly linear models;Bianco;Scand. J. Statist.,2006

3. Diagnostics for heteroscedasticity in regression;Cook;Biometrika,1983

4. Fitting Equations to Data: Computer Analysis of Multifactor Data;Daniel,1999

5. Dette, H., Hetzler, B., 2006. A simple test for the parametric form of the variance function in nonparametric regression. Preprint, Ruhr-Universität-Bochum. Tentatively accepted for publication in Annals of the Institute of Statistical Mathematics 〈http://www.ruhr-uni-bochum.de/mathematik3/research/index.html〉.

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2. Quasi-Likelihood Ratio Tests for Homoscedasticity in Linear Regression;Journal of Modern Applied Statistical Methods;2020-04-14

3. Heteroscedasticity checks for single index models;Journal of Multivariate Analysis;2015-04

4. Testing Linear Regression Models in Non Regular Case;Communications in Statistics - Theory and Methods;2014-11-10

5. An updated review of Goodness-of-Fit tests for regression models;TEST;2013-07-25

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