-
1
-
-
0001443318
-
Using residuals robustly. I: Tests for heteroscedasticity, nonlinearity
-
BICKEL, P. J. (1978). Using residuals robustly. I: Tests for heteroscedasticity, nonlinearity. Ann. Statist. 6, 266-91.
-
(1978)
Ann. Statist.
, vol.6
, pp. 266-291
-
-
Bickel, P.J.1
-
2
-
-
84958839520
-
A simple test for heteroscedasticity and random coefficient variation
-
BREUSCH, T. S. & PAGAN, A. R. (1979). A simple test for heteroscedasticity and random coefficient variation. Econometrica 47, 1287-94.
-
(1979)
Econometrica
, vol.47
, pp. 1287-1294
-
-
Breusch, T.S.1
Pagan, A.R.2
-
3
-
-
0041958932
-
Ideal spatial adaptation by wavelet shrinkage
-
DONOHO, D. L. & JOHNSTONE, I. M. (1994). Ideal spatial adaptation by wavelet shrinkage. Biometrika 81, 425-55.
-
(1994)
Biometrika
, vol.81
, pp. 425-455
-
-
Donoho, D.L.1
Johnstone, I.M.2
-
4
-
-
84950459514
-
Adapting to unknown smoothness via wavelet shrinkage
-
DONOHO, D. L. & JOHNSTONE, I. M. (1995). Adapting to unknown smoothness via wavelet shrinkage. J. Am. Statist. Assoc. 90, 1200-24.
-
(1995)
J. Am. Statist. Assoc.
, vol.90
, pp. 1200-1224
-
-
Donoho, D.L.1
Johnstone, I.M.2
-
5
-
-
0001013273
-
Wavelet threshold estimators for data with correlated noise
-
JOHNSTONE, I. M. & SILVERMAN, B. W. (1997). Wavelet threshold estimators for data with correlated noise. J. R. Statist. Soc. B 59, 319-51.
-
(1997)
J. R. Statist. Soc. B
, vol.59
, pp. 319-351
-
-
Johnstone, I.M.1
Silverman, B.W.2
-
6
-
-
0001217588
-
A note on studentizing a test for heteroscedasticity
-
KOENKER, R. (1981). A note on studentizing a test for heteroscedasticity. J. Economet. 17, 107-12.
-
(1981)
J. Economet.
, vol.17
, pp. 107-112
-
-
Koenker, R.1
-
7
-
-
0000894485
-
A comparison of tests for heteroscedasticity
-
LYON, J. & TSAI, C.-L. (1996). A comparison of tests for heteroscedasticity. Statistician 45, 337-49.
-
(1996)
Statistician
, vol.45
, pp. 337-349
-
-
Lyon, J.1
Tsai, C.-L.2
-
10
-
-
0006143935
-
Score test for AR(1) with heteroscedasticity
-
TSAI, C.-L. (1986). Score test for AR(1) with heteroscedasticity. Biometrika 73, 455-60.
-
(1986)
Biometrika
, vol.73
, pp. 455-460
-
-
Tsai, C.-L.1
-
11
-
-
0000095552
-
A heteroskedasticity-consistent covariance matrix and a direct test for heteroskedasticity
-
WHITE, H. (1980). A heteroskedasticity-consistent covariance matrix and a direct test for heteroskedasticity. Econometrica 48, 817-38.
-
(1980)
Econometrica
, vol.48
, pp. 817-838
-
-
White, H.1
|