Minimum distance conditional variance function checking in heteroscedastic regression models

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2010.11.003 ◽

2011 ◽

Vol 102 (3) ◽

pp. 579-600 ◽

Author(s):

Nishantha Samarakoon ◽

Weixing Song

Keyword(s):

Regression Models ◽

Minimum Distance ◽

Conditional Variance ◽

Variance Function ◽

Heteroscedastic Regression

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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

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Local M-estimation for Conditional Variance in Heteroscedastic Regression Models

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2012.736581 ◽

2014 ◽

Vol 44 (1) ◽

pp. 48-62

Author(s):

Yunyan Wang ◽

Mingtian Tang

Keyword(s):

Regression Models ◽

Conditional Variance ◽

Heteroscedastic Regression ◽

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Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models

10.1111/j.1541-0420.2007.00805.x ◽

2007 ◽

Vol 63 (4) ◽

pp. 1218-1225 ◽

Author(s):

Lan Wang ◽

Xiao-Hua Zhou

Keyword(s):

Regression Models ◽

Variance Function ◽

Heteroscedastic Regression

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A wavelet-based hybrid approach to estimate variance function in heteroscedastic regression models

Statistical Papers ◽

10.1007/s00362-014-0614-6 ◽

2014 ◽

Vol 56 (3) ◽

pp. 911-932 ◽

Author(s):

T. Palanisamy ◽

J. Ravichandran

Keyword(s):

Regression Models ◽

Hybrid Approach ◽

Variance Function ◽

Heteroscedastic Regression ◽

Estimate Variance

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Conditional variance estimation in heteroscedastic regression models

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2008.04.020 ◽

2009 ◽

Vol 139 (2) ◽

pp. 236-245 ◽

Author(s):

Lu-Hung Chen ◽

Ming-Yen Cheng ◽

Liang Peng

Keyword(s):

Regression Models ◽

Variance Estimation ◽

Conditional Variance ◽

Heteroscedastic Regression

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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

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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

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Error variance function estimation in nonparametric regression models

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2017.1315774 ◽

2017 ◽

Vol 47 (5) ◽

pp. 1479-1491 ◽

Author(s):

Yousef F. Alharbi ◽

Prakash N. Patili

Keyword(s):

Nonparametric Regression ◽

Regression Models ◽

Error Variance ◽

Variance Function ◽

Function Estimation

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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

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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

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