Tests for the error distribution in nonparametric possibly heteroscedastic regression models

Test ◽

10.1007/s11749-008-0135-5 ◽

2008 ◽

Vol 19 (1) ◽

pp. 92-112 ◽

Author(s):

Marie Hušková ◽

Simos G. Meintanis

Keyword(s):

Regression Models ◽

Error Distribution ◽

Heteroscedastic Regression

Download Full-text

ON QUASI-LIKELIHOOD METHODS AND ESTIMATION FOR BUNCHING PROCESSES AND HETEROSCEDASTIC REGRESSION MODELS

Australian Journal of Statistics ◽

10.1111/j.1467-842x.1992.tb01353.x ◽

1992 ◽

Vol 34 (2) ◽

pp. 199-206 ◽

Author(s):

C.C. Heyde ◽

Y.-X. Lin

Keyword(s):

Regression Models ◽

Likelihood Methods ◽

Heteroscedastic Regression

Download Full-text

Some results for robust GM-based estimators in heteroscedastic regression models

Journal of Statistical Planning and Inference ◽

10.1016/s0378-3758(00)00093-8 ◽

2000 ◽

Vol 89 (1-2) ◽

pp. 215-242 ◽

Author(s):

Ana Bianco ◽

Graciela Boente ◽

Julio di Rienzo

Keyword(s):

Regression Models ◽

Heteroscedastic Regression

Download Full-text

Estimation of Variance Function in Heteroscedastic Regression Models by Generalized Coiflets

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2012.749283 ◽

2014 ◽

Vol 43 (10) ◽

pp. 2213-2224 ◽

Author(s):

Thangavel Palanisamy ◽

Joghee Ravichandran

Keyword(s):

Regression Models ◽

Variance Function ◽

Heteroscedastic Regression ◽

Estimation Of Variance

Download Full-text

Variable Selection in Heteroscedastic Regression Models Under General Skew-t Distributional Models Using Information Complexity

Emerging Topics in Statistics and Biostatistics - Computational and Methodological Statistics and Biostatistics ◽

10.1007/978-3-030-42196-0_4 ◽

2020 ◽

pp. 73-98

Author(s):

Yeşim Güney ◽

Olcay Arslan ◽

Hamparsum Bozdogan

Keyword(s):

Variable Selection ◽

Regression Models ◽

Information Complexity ◽

Heteroscedastic Regression

Download Full-text

A nonparametric lack-of-fit test for heteroscedastic regression models

Comptes Rendus Mathematique ◽

10.1016/j.crma.2010.12.009 ◽

2011 ◽

Vol 349 (3-4) ◽

pp. 215-217

Author(s):

Jean-Baptiste Aubin ◽

Samuela Leoni-Aubin

Keyword(s):

Regression Models ◽

Lack Of Fit ◽

Heteroscedastic Regression

Download Full-text

Testing for additivity in nonparametric heteroscedastic regression models

Journal of Nonparametric Statistics ◽

10.1080/10485252.2020.1798423 ◽

2020 ◽

Vol 32 (3) ◽

pp. 793-813

Author(s):

Adriano Zanin Zambom ◽

Jongwook Kim

Keyword(s):

Regression Models ◽

Heteroscedastic Regression

Download Full-text

Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2012.625330 ◽

2012 ◽

Vol 41 (6) ◽

pp. 833-851 ◽

Author(s):

Marie Hušková ◽

Simos G. Meintanis

Keyword(s):

Nonparametric Regression ◽

Regression Models ◽

Error Distribution

Download Full-text

Estimation of Household Expenditure Functions:An Application of a Class of Heteroscedastic Regression Models

Economic Record ◽

10.1111/j.1475-4932.1981.tb01703.x ◽

1981 ◽

Vol 57 (1) ◽

pp. 80-85 ◽

Author(s):

GEORGE E. BATTESE ◽

BRUCE P. BONYHADY

Keyword(s):

Regression Models ◽

Household Expenditure ◽

Heteroscedastic Regression

Download Full-text

Optimal designs for heteroscedastic regression models with two parameters

10.1080/02331888.2019.1702041 ◽

2019 ◽

Vol 54 (2) ◽

pp. 291-309

Author(s):

A. Zaigraev ◽

M. Wilk

Keyword(s):

Regression Models ◽

Optimal Designs ◽

Heteroscedastic Regression ◽

Download Full-text

Semiparametric Mixture of Regression Models Under Unimodal Error Distribution

Journal of Statistical Theory and Practice ◽

10.1007/s42519-020-00113-8 ◽

2020 ◽

Vol 14 (3) ◽

Author(s):

Linden Yuan ◽

Lili Zhou ◽

Ao Yuan

Keyword(s):

Regression Models ◽

Error Distribution ◽

Semiparametric Mixture

Download Full-text