Detecting heteroscedasticity in non-parametric regression using weighted empirical processes
Author:
Affiliation:
1. Ruhr Universität Bochum; Germany
2. Texas A&M University; College Station USA
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/rssb.12282/fullpdf
Reference27 articles.
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2. Diagnostics for heteroscedasticity in regression;Cook;Biometrika,1983
3. A consistent test for heteroscedasticity in nonparametric regression based on the kernel method;Dette;J. Statist. Planng Inf.,2002
4. A simple test for the nonparametric form of the variance function in nonparametric regression;Dette;Ann. Inst. Statist. Math.,2009
5. Testing heteroscedasticity in nonparametric regression;Dette;J. R. Statist. Soc.,1998
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2. Distribution-free testing in linear and parametric regression;Annals of the Institute of Statistical Mathematics;2021-03-08
3. TESTING HETEROSCEDASTICITY FOR REGRESSION MODELS BASED ON PROJECTIONS;Statistica Sinica;2021
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