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Volumn 85, Issue 1, 1998, Pages 229-234

Score tests for heteroscedasticity in wavelet regression

Author keywords

De noising; Signal extraction; Thresholding

Indexed keywords


EID: 0000985294     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/85.1.229     Document Type: Article
Times cited : (15)

References (11)
  • 1
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    • 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 scopus 로고
    • 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 scopus 로고
    • 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 scopus 로고
    • 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 scopus 로고    scopus 로고
    • 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 scopus 로고
    • 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 scopus 로고    scopus 로고
    • 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 scopus 로고
    • 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 scopus 로고
    • 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


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.