Heteroscedasticity checks for regression models

Science in China, Series A: Mathematics, Physics, Astronomy

Volumn 44, Issue 10, 2001, Pages 1236-1252

  Zhu, Lixing ^a,b   Fujikoshi, Yasunori ^c   Naito, Kanta ^c  

^a INSTITUTE OF APPLIED MATHEMATICS   (China)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

^c HIROSHIMA UNIVERSITY   (Japan)

Author keywords

Bootstrap; Empirical process; Heteroscedasticity

Indexed keywords

EID: 0035493550     PISSN: 10069283     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02877011     Document Type: Article

References (20)

1. Carroll, R. J., Ruppert, D., Transformation and Weighting in Regression, New York: Chapman and Hall, 1988.
2. Cook, R. D., Weisberg, S., Diagnostics for heteroscedasticity in regression, Biometrika, 1988, 70: 1-10.
3. Davidian, M., Carroll, R. J., Variance function estimation, J. Amer. Statist. Assoc., 1987, 82: 1079-1091.
4. Bickel, P., Using residuals robustly I: Tests for heteroscedasticity, Ann. Statist., 1978, 6: 266-291.
5. Carroll, R. J., Ruppert, D., On robust tests for heteroscedasticity, Ann. Statist., 1981, 9: 205-209.
6. Eubank, R. L., Thomas, W., Detecting heteroscedasticity in nonparametric regression, J. Roy. Statist. Soc., Ser. B, 1993, 55: 145-155.
7. Diblasi, A., Bowman, A., Testing for constant variance in a linear model, Statist. and Probab. Letters, 1997, 33: 95-103.
8. Dette, H., Munk, A., Testing heteoscedasticity in nonparametric regression, J. R. Statist. Soc. B, 1998, 60: 693-708.
9. Müller, H. G., Zhao, P. L., On a semi-parametric variance function model and a test for heteroscedasticity, Ann. Statist., 1995, 23: 946-967.
10. Stute, W., Manteiga, G., Quindimil, M. P., Bootstrap approximations in model checks for regression, J. Amer. Statist. Asso., 1998, 93: 141-149.
11. Stute, W., Thies, G., Zhu, L. X., Model checks for regression: An innovation approach, Ann. Statist., 1998, 26: 1916-1939.
12. Shorack, G. R., Wellner, J. A., Empirical Processes with Applications to Statistics, New York: Wiley, 1986.
13. Efron, B., Bootstrap methods: Another look at the jackknife, Ann. Statist., 1979, 7: 1-26.
14. Wu, C. F. J., Jackknife, bootstrap and other re-sampling methods in regression analysis, Ann. Statist., 1986, 14: 1261-1295.
15. Härdle, W., Mammen, E., Comparing non-parametric versus parametric regression fits, Ann. Statist., 1993, 21: 1926-1947.
16. Liu, R. Y., Bootstrap procedures under some non-i.i.d. models, Ann. Statist., 1988, 16: 1696-1708.
17. Pollard, D., Convergence of Stochastic Processes, New York: Springer-Verlag, 1984.
18. Giné, E., Zinn, J., On the central limit theorem for empirical processes (with discussion), Ann. Probab., 1984, 12: 929-998.
19. Nolan, D., Pollard, D., U-process: Rates of convergence, Ann. Statist., 1987, 15: 780-799.
20. Zhu, L. X., Convergence rates of the empirical processes indexed by the class of functions with applications, J. System Sci. Math. Scis (in Chinese), 1993, 13: 33-41.