A Parametric Bootstrap Test for Comparing Heteroscedastic Regression Models

Author： Tian Lili   Ma Changxing   Vexler Albert  

Publisher： Taylor & Francis Ltd

ISSN： 0361-0918

Source： Communications in Statistics: Simulation and Computation, Vol.38, Iss.5, 2009-05, pp. : 1026-1036

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Sharp non-asymptotic oracle inequalities for non-parametric heteroscedastic regression models

By Galtchouk L.  

Journal of Nonparametric Statistics, Vol. 21, Iss. 1, 2009-01 ,pp. : 1-18

Taylor & Francis Ltd

Access to resources Recommend Favorite

Heteroscedastic Nonlinear Regression Models

By Cuervo Edilberto Cepeda  

Communications in Statistics: Simulation and Computation, Vol. 39, Iss. 2, 2010-02 ,pp. : 405-419

Taylor & Francis Ltd

Access to resources Recommend Favorite

An ANOVA-type nonparametric diagnostic test for heteroscedastic regression models

By Wang Lan  

Journal of Nonparametric Statistics, Vol. 20, Iss. 5, 2008-07 ,pp. : 365-382

Taylor & Francis Ltd

Access to resources Recommend Favorite

Efficient quantile regression for heteroscedastic models

By Jung Yoonsuh   Lee Yoonkyung   MacEachern Steven N.  

Journal of Statistical Computation and Simulation, Vol. 85, Iss. 13, 2015-09 ,pp. : 2548-2568

Taylor & Francis Ltd

Access to resources Recommend Favorite

Bootstrap non-parametric significance test

By Gu Jingping  

Journal of Nonparametric Statistics, Vol. 19, Iss. 6-8, 2007-08 ,pp. : 215-230

Taylor & Francis Ltd

Access to resources Recommend Favorite