Testing heteroscedasticity in nonparametric regression models based on residual analysis

Lei Zhang; Changlin Mei

doi:10.1007/s11766-008-1648-0

ScienceGate Book Chapters

JOURNAL ARTICLE

Testing heteroscedasticity in nonparametric regression models based on residual analysis

Lei Zhang Changlin Mei

Year: 2008 Journal: Applied mathematics/Applied Mathematics. A Journal of Chinese Universities/Gao-xiao yingyong shuxue xuebao Vol: 23 (3)Pages: 265-272 Publisher: Springer Nature

DOI: 10.1007/s11766-008-1648-0

Get Full-Text PDF Get Analytical Report

Keywords:

Heteroscedasticity Econometrics Nonparametric statistics Residual Nonparametric regression Regression analysis Statistics Regression Inference Computer science Cross-sectional regression Mathematics Artificial intelligence Polynomial regression Algorithm

Metrics

Cited By

0.00

FWCI (Field Weighted Citation Impact)

Refs

0.13

Citation Normalized Percentile

Is in top 1%

Is in top 10%

Citation History

Topics

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Testing heteroscedasticity in nonparametric regression models based on residual analysis

Metrics

Citation History

Topics

Related Documents

Testing Heteroscedasticity in Nonparametric Regression Based on Trend Analysis

Testing Heteroscedasticity In Nonparametric Regression

TESTING HETEROSCEDASTICITY FOR REGRESSION MODELS BASED ON PROJECTIONS

Testing for heteroscedasticity in regression models

Testing heteroscedasticity by wavelets in a nonparametric regression model