Testing the parametric form of the conditional variance in regressions based on distance covariance-Reference-Cited by-同舟云学术

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Testing the parametric form of the conditional variance in regressions based on distance covariance

Published:2024-01 Issue: Volume:189 Page:107851
ISSN:0167-9473
Container-title:Computational Statistics & Data Analysis
language:en
Short-container-title:Computational Statistics & Data Analysis

Author:

Hu Yue,Li Haiqi,Tan Falong

Funder

Science Fund for Distinguished Young Scholars of Hunan Province

National Natural Science Foundation of China

Hunan Provincial Natural Science Foundation

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference28 articles.

1. Using residuals robustly I: tests for heteroscedasticity, nonlinearity;Bickel;Ann. Stat.,1978

2. A simple test for heteroscedasticity and random coefficient variation;Breusch;Econometrica,1979

3. Transformation and Weighting in Regression;Carroll,1988

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

5. A consistent test for heteroscedasticity in nonparametric regression based on the kernel method;Dette;J. Stat. Plan. Inference,2002

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