Carrasco, Marine; Doukali, Mohamed Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV. (English) Zbl 07546420 Econom. J. 25, No. 1, 71-97 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{M. Carrasco} and \textit{M. Doukali}, Econom. J. 25, No. 1, 71--97 (2022; Zbl 07546420) Full Text: DOI OpenURL
Sheikhi, Ayyub; Arad, Fereshteh; Mesiar, Radko A heteroscedasticity diagnostic of a regression analysis with copula dependent random variables. (English) Zbl 07541088 Braz. J. Probab. Stat. 36, No. 2, 408-419 (2022). MSC: 62-XX 65-XX PDF BibTeX XML Cite \textit{A. Sheikhi} et al., Braz. J. Probab. Stat. 36, No. 2, 408--419 (2022; Zbl 07541088) Full Text: DOI OpenURL
Wu, Ruiyang; Hao, Ning Quadratic discriminant analysis by projection. (English) Zbl 07530677 J. Multivariate Anal. 190, Article ID 104987, 13 p. (2022). MSC: 62H30 62H12 62F12 PDF BibTeX XML Cite \textit{R. Wu} and \textit{N. Hao}, J. Multivariate Anal. 190, Article ID 104987, 13 p. (2022; Zbl 07530677) Full Text: DOI OpenURL
Karafiátová, Iva; Pawlas, Zbyněk; Heller, Luděk Statistical assesment of stress redistribution in loaded. (English) Zbl 07529129 Image Anal. Stereol. 41, No. 1, 25-39 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{I. Karafiátová} et al., Image Anal. Stereol. 41, No. 1, 25--39 (2022; Zbl 07529129) Full Text: DOI OpenURL
Martins, Rui A flexible link for joint modelling longitudinal and survival data accounting for individual longitudinal heterogeneity. (English) Zbl 07507716 Stat. Methods Appl. 31, No. 1, 41-61 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{R. Martins}, Stat. Methods Appl. 31, No. 1, 41--61 (2022; Zbl 07507716) Full Text: DOI OpenURL
Sun, Yixiao; Wang, Xuexin An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation. (English) Zbl 07493290 Econom. Rev. 41, No. 2, 177-206 (2022). MSC: 62P20 PDF BibTeX XML Cite \textit{Y. Sun} and \textit{X. Wang}, Econom. Rev. 41, No. 2, 177--206 (2022; Zbl 07493290) Full Text: DOI arXiv OpenURL
Dickinson, Abigail; DiStefano, Charlotte; Jeste, Shafali; Scheffler, Aaron; Şentürk, Damla Covariate-adjusted hybrid principal components analysis for region-referenced functional EEG data. (English) Zbl 07493252 Stat. Interface 15, No. 2, 209-223 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Dickinson} et al., Stat. Interface 15, No. 2, 209--223 (2022; Zbl 07493252) Full Text: DOI OpenURL
Cheng, Haoyang; Cui, Wenquan Sparse sufficient dimension reduction with heteroscedasticity. (English) Zbl 1482.62059 Int. J. Wavelets Multiresolut. Inf. Process. 20, No. 1, Article ID 2150037, 17 p. (2022). MSC: 62H12 62F12 62J07 PDF BibTeX XML Cite \textit{H. Cheng} and \textit{W. Cui}, Int. J. Wavelets Multiresolut. Inf. Process. 20, No. 1, Article ID 2150037, 17 p. (2022; Zbl 1482.62059) Full Text: DOI OpenURL
Ding, Hui; Zhang, Riquan; Zhu, Hanbing New estimation for heteroscedastic single-index measurement error models. (English) Zbl 07476214 J. Nonparametric Stat. 34, No. 1, 95-112 (2022). MSC: 62G05 62Gxx PDF BibTeX XML Cite \textit{H. Ding} et al., J. Nonparametric Stat. 34, No. 1, 95--112 (2022; Zbl 07476214) Full Text: DOI OpenURL
Soale, Abdul-Nasah; Dong, Yuexiao On sufficient dimension reduction via principal asymmetric least squares. (English) Zbl 07476213 J. Nonparametric Stat. 34, No. 1, 77-94 (2022). MSC: 62H99 62Gxx PDF BibTeX XML Cite \textit{A.-N. Soale} and \textit{Y. Dong}, J. Nonparametric Stat. 34, No. 1, 77--94 (2022; Zbl 07476213) Full Text: DOI arXiv OpenURL
Wilcox, Rand R. Introduction to robust estimation and hypothesis testing. 5th edition. (English) Zbl 1470.62006 Amsterdam: Elsevier/Academic Press (ISBN 978-0-12-820098-8/pbk; 978-0-12-820099-5/ebook). xxviii, 900 p. (2022). MSC: 62-01 62-04 62F35 62F03 62G35 62G10 62J10 62F10 62H05 62-08 60G15 60F05 PDF BibTeX XML Cite \textit{R. R. Wilcox}, Introduction to robust estimation and hypothesis testing. 5th edition. Amsterdam: Elsevier/Academic Press (2022; Zbl 1470.62006) OpenURL
Wu, Yuh-Jenn; Cheng, Li-Hsueh; Fang, Wei-Quan Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity. (English) Zbl 07545715 Commun. Stat., Simulation Comput. 50, No. 11, 3146-3165 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{Y.-J. Wu} et al., Commun. Stat., Simulation Comput. 50, No. 11, 3146--3165 (2021; Zbl 07545715) Full Text: DOI OpenURL
Zhang, Jun; Gai, Yujie; Lin, Bingqing Detection of marginal heteroscedasticity for partial linear single-index models. (English) Zbl 07545575 Commun. Stat., Simulation Comput. 50, No. 3, 724-743 (2021). MSC: 62G08 62G05 62J05 PDF BibTeX XML Cite \textit{J. Zhang} et al., Commun. Stat., Simulation Comput. 50, No. 3, 724--743 (2021; Zbl 07545575) Full Text: DOI OpenURL
Kpeglo, Emmanuel Dodzi; Adjabui, Michael Jackson; Dioggban, Jakperik Identification of minimum effective dose based on ratio of a normally distributed data under heteroscedasticity. (English. French summary) Zbl 1485.62156 Afr. Stat. 16, No. 2, 2719-2731 (2021). MSC: 62P10 62H15 62J15 PDF BibTeX XML Cite \textit{E. D. Kpeglo} et al., Afr. Stat. 16, No. 2, 2719--2731 (2021; Zbl 1485.62156) Full Text: DOI Link OpenURL
Liu, Feng; He, Jing; Gao, Weiqiang; Fu, Xinwei; Kang, Xinmei Heteroscedasticity test for partial linear EV model with missing response variables. (Chinese. English summary) Zbl 1485.62021 Chin. J. Appl. Probab. Stat. 37, No. 4, 346-360 (2021). MSC: 62F05 62G05 62P12 PDF BibTeX XML Cite \textit{F. Liu} et al., Chin. J. Appl. Probab. Stat. 37, No. 4, 346--360 (2021; Zbl 1485.62021) Full Text: Link OpenURL
Yazici, Mehmet; Gökpinar, Fikri; Gökpinar, Esra; Ebegil, Meral; Özdemir, Yaprak A computational approach test for comparing two linear regression models with unequal variances. (English) Zbl 07517263 Hacet. J. Math. Stat. 50, No. 6, 1756-1772 (2021). MSC: 62F03 65C05 65C60 PDF BibTeX XML Cite \textit{M. Yazici} et al., Hacet. J. Math. Stat. 50, No. 6, 1756--1772 (2021; Zbl 07517263) Full Text: DOI OpenURL
Zhang, Weiwei; Li, Gaorong Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model. (English) Zbl 07514938 J. Korean Stat. Soc. 50, No. 4, 1098-1128 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{W. Zhang} and \textit{G. Li}, J. Korean Stat. Soc. 50, No. 4, 1098--1128 (2021; Zbl 07514938) Full Text: DOI OpenURL
Ghoreishi, S. K.; Wu, Jingjing Empirical estimates for heteroscedastic hierarchical dynamic normal models. (English) Zbl 1484.62095 J. Korean Stat. Soc. 50, No. 2, 528-543 (2021). MSC: 62J07 62F15 62C12 PDF BibTeX XML Cite \textit{S. K. Ghoreishi} and \textit{J. Wu}, J. Korean Stat. Soc. 50, No. 2, 528--543 (2021; Zbl 1484.62095) Full Text: DOI OpenURL
Shen, Si-Lian; Cui, Jian-Ling; Wu, Xin-Qian A simple test for spatial heteroscedasticity in spatially varying coefficient models. (English) Zbl 07493345 J. Stat. Comput. Simulation 91, No. 8, 1580-1592 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{S.-L. Shen} et al., J. Stat. Comput. Simulation 91, No. 8, 1580--1592 (2021; Zbl 07493345) Full Text: DOI OpenURL
Hemerik, Jesse; Thoresen, Magne; Finos, Livio Permutation testing in high-dimensional linear models: an empirical investigation. (English) Zbl 07493331 J. Stat. Comput. Simulation 91, No. 5, 897-914 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{J. Hemerik} et al., J. Stat. Comput. Simulation 91, No. 5, 897--914 (2021; Zbl 07493331) Full Text: DOI arXiv OpenURL
Altun, Emrah The Lomax regression model with residual analysis: an application to insurance data. (English) Zbl 07484667 J. Appl. Stat. 48, No. 13-15, 2515-2524 (2021). MSC: 62E15 62Pxx PDF BibTeX XML Cite \textit{E. Altun}, J. Appl. Stat. 48, No. 13--15, 2515--2524 (2021; Zbl 07484667) Full Text: DOI OpenURL
Berenguer-Rico, Vanessa; Wilms, Ines Heteroscedasticity testing after outlier removal. (English) Zbl 07484568 Econom. Rev. 40, No. 1, 51-85 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{V. Berenguer-Rico} and \textit{I. Wilms}, Econom. Rev. 40, No. 1, 51--85 (2021; Zbl 07484568) Full Text: DOI OpenURL
Marozzi, Marco A combined bootstrap test for the two-sample location problem. (English) Zbl 07480674 J. Stat. Comput. Simulation 91, No. 1, 180-196 (2021). MSC: 62G10 62G09 62-XX PDF BibTeX XML Cite \textit{M. Marozzi}, J. Stat. Comput. Simulation 91, No. 1, 180--196 (2021; Zbl 07480674) Full Text: DOI OpenURL
Schmidt, Sara K.; Wornowizki, Max; Fried, Roland; Dehling, Herold An asymptotic test for constancy of the variance under short-range dependence. (English) Zbl 07470043 Ann. Stat. 49, No. 6, 3460-3481 (2021). MSC: 62M10 62G10 60F05 62E20 62G20 PDF BibTeX XML Cite \textit{S. K. Schmidt} et al., Ann. Stat. 49, No. 6, 3460--3481 (2021; Zbl 07470043) Full Text: DOI arXiv OpenURL
Girard, Stéphane; Stupfler, Gilles; Usseglio-Carleve, Antoine Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models. (English) Zbl 07470039 Ann. Stat. 49, No. 6, 3358-3382 (2021). MSC: 62G32 62M10 62G08 62G20 62P05 PDF BibTeX XML Cite \textit{S. Girard} et al., Ann. Stat. 49, No. 6, 3358--3382 (2021; Zbl 07470039) Full Text: DOI OpenURL
Peng, Cuixin; Zhao, Zhiwen Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model. (English) Zbl 07465035 J. Inequal. Appl. 2021, Paper No. 56, 16 p. (2021). MSC: 62M10 91B62 PDF BibTeX XML Cite \textit{C. Peng} and \textit{Z. Zhao}, J. Inequal. Appl. 2021, Paper No. 56, 16 p. (2021; Zbl 07465035) Full Text: DOI OpenURL
Renshaw, Arthur; Haberman, Steven Modelling and forecasting mortality improvement rates with random effects. (English) Zbl 1482.91186 Eur. Actuar. J. 11, No. 2, 381-412 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{A. Renshaw} and \textit{S. Haberman}, Eur. Actuar. J. 11, No. 2, 381--412 (2021; Zbl 1482.91186) Full Text: DOI OpenURL
Choi, Ji-Eun; Shin, Dong Wan A self-normalization break test for correlation matrix. (English) Zbl 1482.62088 Stat. Pap. 62, No. 5, 2333-2353 (2021). MSC: 62M10 62G10 62P05 PDF BibTeX XML Cite \textit{J.-E. Choi} and \textit{D. W. Shin}, Stat. Pap. 62, No. 5, 2333--2353 (2021; Zbl 1482.62088) Full Text: DOI OpenURL
Silva, Adilson; Fonseca, Miguel Heteroscedastic additive models: estimating the fixed effects and covariance matrix parameters. (English) Zbl 07426804 Hacet. J. Math. Stat. 50, No. 2, 579-593 (2021). MSC: 62Jxx 62J05 62J10 PDF BibTeX XML Cite \textit{A. Silva} and \textit{M. Fonseca}, Hacet. J. Math. Stat. 50, No. 2, 579--593 (2021; Zbl 07426804) Full Text: DOI OpenURL
Xu, Kai; Cao, Mingxiang Distance-covariance-based tests for heteroscedasticity in nonlinear regressions. (English) Zbl 1476.62115 Sci. China, Math. 64, No. 10, 2327-2356 (2021). MSC: 62H15 62J02 62E20 62P30 PDF BibTeX XML Cite \textit{K. Xu} and \textit{M. Cao}, Sci. China, Math. 64, No. 10, 2327--2356 (2021; Zbl 1476.62115) Full Text: DOI OpenURL
Gao, Zhigen; Guo, Jianhua; Ma, Yanyuan A note on statistical analysis of factor models of high dimension. (English) Zbl 1476.62125 Sci. China, Math. 64, No. 8, 1905-1916 (2021). MSC: 62H25 62F12 PDF BibTeX XML Cite \textit{Z. Gao} et al., Sci. China, Math. 64, No. 8, 1905--1916 (2021; Zbl 1476.62125) Full Text: DOI OpenURL
Zhang, Lyuou; Zhou, Wen; Wang, Haonan A semiparametric latent factor model for large scale temporal data with heteroscedasticity. (English) Zbl 1476.62130 J. Multivariate Anal. 186, Article ID 104786, 21 p. (2021). MSC: 62H25 62M10 62P12 PDF BibTeX XML Cite \textit{L. Zhang} et al., J. Multivariate Anal. 186, Article ID 104786, 21 p. (2021; Zbl 1476.62130) Full Text: DOI OpenURL
Zhao, Yi; Caffo, Brian; Luo, Xi Principal regression for high dimensional covariance matrices. (English) Zbl 1471.62433 Electron. J. Stat. 15, No. 2, 4192-4235 (2021). MSC: 62J99 62H99 62P10 PDF BibTeX XML Cite \textit{Y. Zhao} et al., Electron. J. Stat. 15, No. 2, 4192--4235 (2021; Zbl 1471.62433) Full Text: DOI arXiv Link OpenURL
Tan, Falong; Jiang, Xuejun; Guo, Xu; Zhu, Lixing Testing heteroscedasticity for regression models based on projections. (English) Zbl 1469.62212 Stat. Sin. 31, No. 2, 625-646 (2021). MSC: 62F03 62F12 62H12 62J02 62P10 PDF BibTeX XML Cite \textit{F. Tan} et al., Stat. Sin. 31, No. 2, 625--646 (2021; Zbl 1469.62212) Full Text: DOI arXiv OpenURL
Mohr, Maria; Neumeyer, Natalie Nonparametric volatility change detection. (English) Zbl 1469.62246 Scand. J. Stat. 48, No. 2, 529-548 (2021). MSC: 62G10 62M10 62P05 PDF BibTeX XML Cite \textit{M. Mohr} and \textit{N. Neumeyer}, Scand. J. Stat. 48, No. 2, 529--548 (2021; Zbl 1469.62246) Full Text: DOI arXiv OpenURL
He, Lei; Lin, Lin Copula-AR\((n)\)-SVL mortality models and measurement of longevity risk. (Chinese. English summary) Zbl 1474.62363 Chin. J. Appl. Probab. Stat. 37, No. 1, 26-36 (2021). MSC: 62P05 62P25 91G05 62H05 62M10 PDF BibTeX XML Cite \textit{L. He} and \textit{L. Lin}, Chin. J. Appl. Probab. Stat. 37, No. 1, 26--36 (2021; Zbl 1474.62363) Full Text: DOI OpenURL
Liu, Feng; Gao, Weiqing; He, Jing; Fu, Xinwei; Kang, Xinmei Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear models with missing responses. (English) Zbl 1462.62473 J. Syst. Sci. Complex. 34, No. 3, 1175-1188 (2021). MSC: 62J20 62D10 PDF BibTeX XML Cite \textit{F. Liu} et al., J. Syst. Sci. Complex. 34, No. 3, 1175--1188 (2021; Zbl 1462.62473) Full Text: DOI OpenURL
Zhang, Yaqi; Guo, Lei Convergence of self-tuning regulators under conditional heteroscedastic noises with unknown high-frequency gain. (English) Zbl 1460.93099 J. Syst. Sci. Complex. 34, No. 1, 236-250 (2021). MSC: 93E03 93C05 93C40 PDF BibTeX XML Cite \textit{Y. Zhang} and \textit{L. Guo}, J. Syst. Sci. Complex. 34, No. 1, 236--250 (2021; Zbl 1460.93099) Full Text: DOI OpenURL
Chen, Yuxin; Cheng, Chen; Fan, Jianqing Asymmetry helps: eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices. (English) Zbl 1461.62085 Ann. Stat. 49, No. 1, 435-458 (2021). MSC: 62H25 62H12 62M15 15A18 PDF BibTeX XML Cite \textit{Y. Chen} et al., Ann. Stat. 49, No. 1, 435--458 (2021; Zbl 1461.62085) Full Text: DOI arXiv Euclid OpenURL
Wang, Liang; Politis, Dimitris N. Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model. (English) Zbl 1457.62121 Electron. J. Stat. 15, No. 1, 392-426 (2021). MSC: 62G08 62G09 62G15 PDF BibTeX XML Cite \textit{L. Wang} and \textit{D. N. Politis}, Electron. J. Stat. 15, No. 1, 392--426 (2021; Zbl 1457.62121) Full Text: DOI Euclid OpenURL
Tsukuda, Yoshihiko; Shimada, Junji; Miyakoshi, Tatsuyoshi The multivariate GARCH model and its application to East Asian financial market integration. (English) Zbl 1451.91191 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4209-4254 (2021). MSC: 91G15 62P05 62M10 PDF BibTeX XML Cite \textit{Y. Tsukuda} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4209--4254 (2021; Zbl 1451.91191) Full Text: DOI OpenURL
Hong, Ted; Lee, Daniel; Wang, Wenching Algorithmic analyst (ALAN) – an application for artificial intelligence content as a service. (English) Zbl 1454.91250 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4075-4086 (2021). MSC: 91G15 91G80 62P05 68T07 PDF BibTeX XML Cite \textit{T. Hong} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4075--4086 (2021; Zbl 1454.91250) Full Text: DOI OpenURL
Mohnot, Rajesh Crisis impact on stock market predictability. (English) Zbl 1454.91257 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 3737-3751 (2021). MSC: 91G15 62P05 62M10 PDF BibTeX XML Cite \textit{R. Mohnot}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 3737--3751 (2021; Zbl 1454.91257) Full Text: DOI OpenURL
Chien, Chin-Chen; Lee, Cheng Few; Chiu, She-Chih The revision of systematic risk on earnings announcement in the presence of conditional heteroscedasticity. (English) Zbl 1454.91338 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1969-1990 (2021). MSC: 91G45 62P05 62M10 PDF BibTeX XML Cite \textit{C.-C. Chien} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1969--1990 (2021; Zbl 1454.91338) Full Text: DOI OpenURL
Zhao, Yan-Yong; Zhao, Jian-Qiang; Qian, Su-An A new test for heteroscedasticity in single-index models. (English) Zbl 1448.62055 J. Comput. Appl. Math. 381, Article ID 112993, 15 p. (2021). MSC: 62G10 62G08 62P30 PDF BibTeX XML Cite \textit{Y.-Y. Zhao} et al., J. Comput. Appl. Math. 381, Article ID 112993, 15 p. (2021; Zbl 1448.62055) Full Text: DOI OpenURL
Francoeur, Richard B. Data-mining homogeneous subgroups in multiple regression when heteroscedasticity, multicollinearity, and missing variables confound predictor effects. (English) Zbl 07500166 Adv. Data Sci. Adapt. Anal. 12, No. 2, Article ID 2041004, 59 p. (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{R. B. Francoeur}, Adv. Data Sci. Adapt. Anal. 12, No. 2, Article ID 2041004, 59 p. (2020; Zbl 07500166) Full Text: DOI OpenURL
Zhao, Shangwei; Ma, Yanyuan; Wan, Alan T. K.; Zhang, Xinyu; Wang, Shouyang Model averaging in a multiplicative heteroscedastic model. (English) Zbl 07484551 Econom. Rev. 39, No. 10, 1100-1124 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Zhao} et al., Econom. Rev. 39, No. 10, 1100--1124 (2020; Zbl 07484551) Full Text: DOI OpenURL
Kline, Patrick; Saggio, Raffaele; Sølvsten, Mikkel Leave-out estimation of variance components. (English) Zbl 1467.62088 Econometrica 88, No. 5, 1859-1898 (2020). MSC: 62H12 62J05 62P20 PDF BibTeX XML Cite \textit{P. Kline} et al., Econometrica 88, No. 5, 1859--1898 (2020; Zbl 1467.62088) Full Text: DOI arXiv OpenURL
Zhao, Shangwei; Liao, Jun; Yu, Dalei Model averaging estimator in ridge regression and its large sample properties. (English) Zbl 1461.62127 Stat. Pap. 61, No. 4, 1719-1739 (2020). MSC: 62J07 62F12 PDF BibTeX XML Cite \textit{S. Zhao} et al., Stat. Pap. 61, No. 4, 1719--1739 (2020; Zbl 1461.62127) Full Text: DOI OpenURL
Guo, Xu; Jiang, Xuejun; Zhang, Shumei; Zhu, Lixing Pairwise distance-based heteroscedasticity test for regressions. (English) Zbl 1465.62075 Sci. China, Math. 63, No. 12, 2553-2572 (2020). MSC: 62G08 62G10 62G20 PDF BibTeX XML Cite \textit{X. Guo} et al., Sci. China, Math. 63, No. 12, 2553--2572 (2020; Zbl 1465.62075) Full Text: DOI OpenURL
Zambom, Adriano Zanin; Kim, Jongwook Testing for additivity in nonparametric heteroscedastic regression models. (English) Zbl 1465.62084 J. Nonparametric Stat. 32, No. 3, 793-813 (2020). MSC: 62G10 62J02 62H25 PDF BibTeX XML Cite \textit{A. Z. Zambom} and \textit{J. Kim}, J. Nonparametric Stat. 32, No. 3, 793--813 (2020; Zbl 1465.62084) Full Text: DOI OpenURL
Tu, Yundong; Wang, Siwei Jackknife model averaging for expectile regressions in increasing dimension. (English) Zbl 1459.62061 Econ. Lett. 197, Article ID 109607, 6 p. (2020). MSC: 62G08 62G09 62R07 62P20 PDF BibTeX XML Cite \textit{Y. Tu} and \textit{S. Wang}, Econ. Lett. 197, Article ID 109607, 6 p. (2020; Zbl 1459.62061) Full Text: DOI OpenURL
Wu, Jianhong A joint test for serial correlation and heteroscedasticity in fixed-\(T\) panel regression models with interactive effects. (English) Zbl 1459.62216 Econ. Lett. 197, Article ID 109594, 5 p. (2020). MSC: 62P20 62M10 62F03 PDF BibTeX XML Cite \textit{J. Wu}, Econ. Lett. 197, Article ID 109594, 5 p. (2020; Zbl 1459.62216) Full Text: DOI OpenURL
Dalla, Violetta; Giraitis, Liudas; Robinson, Peter M. Asymptotic theory for time series with changing mean and variance. (English) Zbl 1464.62378 J. Econom. 219, No. 2, 281-313 (2020). MSC: 62M10 62G08 62F12 62G20 62P20 PDF BibTeX XML Cite \textit{V. Dalla} et al., J. Econom. 219, No. 2, 281--313 (2020; Zbl 1464.62378) Full Text: DOI Link OpenURL
Zhang, X.; Lee, C. E.; Shao, X. Envelopes in multivariate regression models with nonlinearity and heteroscedasticity. (English) Zbl 1457.62174 Biometrika 107, No. 4, 965-981 (2020). MSC: 62H12 62J05 62P10 PDF BibTeX XML Cite \textit{X. Zhang} et al., Biometrika 107, No. 4, 965--981 (2020; Zbl 1457.62174) Full Text: DOI OpenURL
Horenko, Illia; Marchenko, Ganna; Gagliardini, Patrick On a computationally scalable sparse formulation of the multidimensional and nonstationary maximum entropy principle. (English) Zbl 1458.37086 Commun. Appl. Math. Comput. Sci. 15, No. 2, 129-146 (2020). MSC: 37M10 37M25 91B84 PDF BibTeX XML Cite \textit{I. Horenko} et al., Commun. Appl. Math. Comput. Sci. 15, No. 2, 129--146 (2020; Zbl 1458.37086) Full Text: DOI arXiv OpenURL
Cooke, Roger M.; Joe, Harry; Chang, Bo Vine copula regression for observational studies. (English) Zbl 1457.62153 AStA, Adv. Stat. Anal. 104, No. 2, 141-167 (2020). MSC: 62H05 62J02 62D20 62P25 PDF BibTeX XML Cite \textit{R. M. Cooke} et al., AStA, Adv. Stat. Anal. 104, No. 2, 141--167 (2020; Zbl 1457.62153) Full Text: DOI OpenURL
Güney, Yeşim; Jurečková, Jana; Arslan, Olcay Averaged autoregression quantiles in autoregressive model. (English) Zbl 1455.62108 Maciak, Matúš (ed.) et al., Analytical methods in statistics. AMISTAT. Proceedings of the workshop, Liberec, Czech Republic, September 16–19, 2019. Cham: Springer. Springer Proc. Math. Stat. 329, 1-15 (2020). MSC: 62M10 62H15 62G07 62G08 62M45 PDF BibTeX XML Cite \textit{Y. Güney} et al., Springer Proc. Math. Stat. 329, 1--15 (2020; Zbl 1455.62108) Full Text: DOI OpenURL
Karttunen, Henri An autoregressive model based on the generalized hyperbolic distribution. (English) Zbl 1454.62264 Scand. J. Stat. 47, No. 3, 787-816 (2020). MSC: 62M10 62M20 62E15 PDF BibTeX XML Cite \textit{H. Karttunen}, Scand. J. Stat. 47, No. 3, 787--816 (2020; Zbl 1454.62264) Full Text: DOI Link OpenURL
Rice, Gregory; Wirjanto, Tony; Zhao, Yuqian Tests for conditional heteroscedasticity of functional data. (English) Zbl 1458.62325 J. Time Ser. Anal. 41, No. 6, 733-758 (2020). Reviewer: Frank Werner (Würzburg) MSC: 62R10 62G10 62M10 62P20 91B84 PDF BibTeX XML Cite \textit{G. Rice} et al., J. Time Ser. Anal. 41, No. 6, 733--758 (2020; Zbl 1458.62325) Full Text: DOI OpenURL
Choi, Ji-Eun; Shin, Dong Wan A self-normalization test for correlation change. (English) Zbl 1452.62398 Econ. Lett. 193, Article ID 108363, 4 p. (2020). MSC: 62H20 62P05 62H15 PDF BibTeX XML Cite \textit{J.-E. Choi} and \textit{D. W. Shin}, Econ. Lett. 193, Article ID 108363, 4 p. (2020; Zbl 1452.62398) Full Text: DOI OpenURL
Mohr, Maria; Selk, Leonie Estimating change points in nonparametric time series regression models. (English) Zbl 1452.62318 Stat. Pap. 61, No. 4, 1437-1463 (2020). MSC: 62G10 62G05 62G08 62G20 62M10 PDF BibTeX XML Cite \textit{M. Mohr} and \textit{L. Selk}, Stat. Pap. 61, No. 4, 1437--1463 (2020; Zbl 1452.62318) Full Text: DOI arXiv OpenURL
Dobler, Dennis; Friedrich, Sarah; Pauly, Markus Nonparametric MANOVA in meaningful effects. (English) Zbl 1445.62086 Ann. Inst. Stat. Math. 72, No. 4, 997-1022 (2020). MSC: 62G09 62G05 62H15 62J10 62P20 PDF BibTeX XML Cite \textit{D. Dobler} et al., Ann. Inst. Stat. Math. 72, No. 4, 997--1022 (2020; Zbl 1445.62086) Full Text: DOI arXiv OpenURL
Zhang, Min-Jue; Yue, Rong-Xian Locally \(D\)-optimal designs for heteroscedastic polynomial measurement error models. (English) Zbl 1445.62205 Metrika 83, No. 6, 643-656 (2020). Reviewer: Wolfgang Näther (Freiberg) MSC: 62K05 62J12 PDF BibTeX XML Cite \textit{M.-J. Zhang} and \textit{R.-X. Yue}, Metrika 83, No. 6, 643--656 (2020; Zbl 1445.62205) Full Text: DOI OpenURL
Rosa, Samuel Optimal experimental designs for treatment contrasts in heteroscedastic models with covariates. (English) Zbl 1441.62200 J. Stat. Plann. Inference 209, 280-291 (2020). MSC: 62K05 62P10 PDF BibTeX XML Cite \textit{S. Rosa}, J. Stat. Plann. Inference 209, 280--291 (2020; Zbl 1441.62200) Full Text: DOI arXiv OpenURL
Jiang, Wenhua On general maximum likelihood empirical Bayes estimation of heteroscedastic IID normal means. (English) Zbl 1442.62068 Electron. J. Stat. 14, No. 1, 2272-2297 (2020). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G05 62G20 62C12 PDF BibTeX XML Cite \textit{W. Jiang}, Electron. J. Stat. 14, No. 1, 2272--2297 (2020; Zbl 1442.62068) Full Text: DOI Euclid OpenURL
Mohr, Maria; Neumeyer, Natalie Consistent nonparametric change point detection combining CUSUM and marked empirical processes. (English) Zbl 1476.62190 Electron. J. Stat. 14, No. 1, 2238-2271 (2020). Reviewer: Catalin Stoean (Craiova) MSC: 62M10 62G08 62G09 62G10 62H20 62L12 PDF BibTeX XML Cite \textit{M. Mohr} and \textit{N. Neumeyer}, Electron. J. Stat. 14, No. 1, 2238--2271 (2020; Zbl 1476.62190) Full Text: DOI arXiv Euclid OpenURL
Chen, Songnian; Zhang, Hanghui \(\sqrt{n}\)-prediction of generalized heteroscedastic transformation regression models. (English) Zbl 1456.62280 J. Econom. 215, No. 2, 305-340 (2020). MSC: 62P20 62G08 62G20 PDF BibTeX XML Cite \textit{S. Chen} and \textit{H. Zhang}, J. Econom. 215, No. 2, 305--340 (2020; Zbl 1456.62280) Full Text: DOI OpenURL
Park, Jin-hong; Samadi, S. Yaser Dimension reduction for the conditional mean and variance functions in time series. (English) Zbl 1444.62107 Scand. J. Stat. 47, No. 1, 134-155 (2020). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 62G07 PDF BibTeX XML Cite \textit{J.-h. Park} and \textit{S. Y. Samadi}, Scand. J. Stat. 47, No. 1, 134--155 (2020; Zbl 1444.62107) Full Text: DOI OpenURL
Cakmak, Mehmet; Gokpinar, Esra; Gokpinar, Fikri; Ebegil, Meral A revisit to testing the equality of means for several lognormal distributions. (English) Zbl 07194322 J. Stat. Comput. Simulation 90, No. 6, 961-1000 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{M. Cakmak} et al., J. Stat. Comput. Simulation 90, No. 6, 961--1000 (2020; Zbl 07194322) Full Text: DOI OpenURL
Chiou, Hai-Tang; Guo, Meihui; Ing, Ching-Kang Variable selection for high-dimensional regression models with time series and heteroscedastic errors. (English) Zbl 1456.62140 J. Econom. 216, No. 1, 118-136 (2020). MSC: 62J05 62M10 PDF BibTeX XML Cite \textit{H.-T. Chiou} et al., J. Econom. 216, No. 1, 118--136 (2020; Zbl 1456.62140) Full Text: DOI OpenURL
Cao, Cong; Pauly, Markus; Konietschke, Frank The Behrens-Fisher problem with covariates and baseline adjustments. (English) Zbl 1436.62322 Metrika 83, No. 2, 197-215 (2020). MSC: 62J05 62G10 PDF BibTeX XML Cite \textit{C. Cao} et al., Metrika 83, No. 2, 197--215 (2020; Zbl 1436.62322) Full Text: DOI arXiv OpenURL
Li, Xu; Xiao, Juxia; Shi, Jianhong Statistical inference in the partial linear models with the inverse Gaussian kernel. (English) Zbl 07551431 Commun. Stat., Simulation Comput. 48, No. 1, 240-263 (2019). MSC: 62F12 62G20 PDF BibTeX XML Cite \textit{X. Li} et al., Commun. Stat., Simulation Comput. 48, No. 1, 240--263 (2019; Zbl 07551431) Full Text: DOI OpenURL
Çelik, Reşit RCEV heteroscedasticity test based on the studentized residuals. (English) Zbl 07539710 Commun. Stat., Theory Methods 48, No. 13, 3258-3268 (2019). MSC: 62J05 62J20 PDF BibTeX XML Cite \textit{R. Çelik}, Commun. Stat., Theory Methods 48, No. 13, 3258--3268 (2019; Zbl 07539710) Full Text: DOI OpenURL
Gustafsson, Oskar; Stockhammar, Pär Variance stabilizing filters. (English) Zbl 07529913 Commun. Stat., Theory Methods 48, No. 24, 6155-6168 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{O. Gustafsson} and \textit{P. Stockhammar}, Commun. Stat., Theory Methods 48, No. 24, 6155--6168 (2019; Zbl 07529913) Full Text: DOI OpenURL
Loaiza-Maya, Rubén; Smith, Michael Stanley Variational Bayes estimation of discrete-margined copula models with application to time series. (English) Zbl 07499074 J. Comput. Graph. Stat. 28, No. 3, 523-539 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{R. Loaiza-Maya} and \textit{M. S. Smith}, J. Comput. Graph. Stat. 28, No. 3, 523--539 (2019; Zbl 07499074) Full Text: DOI OpenURL
Li, Shuo; Tu, Yundong A joint test for parametric specification and independence in nonlinear regression models. (English) Zbl 07484496 Econom. Rev. 38, No. 10, 1202-1215 (2019). MSC: 62J02 62G07 62G10 91B25 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Tu}, Econom. Rev. 38, No. 10, 1202--1215 (2019; Zbl 07484496) Full Text: DOI OpenURL
Cavaliere, Giuseppe; Skrobotov, Anton; Taylor, A. M. Robert Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility. (English) Zbl 07484466 Econom. Rev. 38, No. 5, 509-532 (2019). MSC: 91-XX PDF BibTeX XML Cite \textit{G. Cavaliere} et al., Econom. Rev. 38, No. 5, 509--532 (2019; Zbl 07484466) Full Text: DOI OpenURL
Li, Dong; Guo, Shaojun; Zhu, Ke Double AR model without intercept: an alternative to modeling nonstationarity and heteroscedasticity. (English) Zbl 07484457 Econom. Rev. 38, No. 3, 319-331 (2019). MSC: 62M10 PDF BibTeX XML Cite \textit{D. Li} et al., Econom. Rev. 38, No. 3, 319--331 (2019; Zbl 07484457) Full Text: DOI arXiv OpenURL
Jung, Yoonsuh Nonlinear regression models for heterogeneous data with massive outliers. (English) Zbl 07479996 J. Appl. Stat. 46, No. 8, 1456-1477 (2019). MSC: 62J02 62Pxx PDF BibTeX XML Cite \textit{Y. Jung}, J. Appl. Stat. 46, No. 8, 1456--1477 (2019; Zbl 07479996) Full Text: DOI OpenURL
Wilcox, Rand R. Multicolinearity and ridge regression: results on type I errors, power and heteroscedasticity. (English) Zbl 07479969 J. Appl. Stat. 46, No. 5, 946-957 (2019). MSC: 62Pxx PDF BibTeX XML Cite \textit{R. R. Wilcox}, J. Appl. Stat. 46, No. 5, 946--957 (2019; Zbl 07479969) Full Text: DOI OpenURL
Pinheiro, Hildete P.; Maia, Rafael P.; Lima Neto, Eufrásio A.; Rodrigues-Motta, Mariana Zero-one augmented beta and zero-inflated discrete models with heterogeneous dispersion for the analysis of student academic performance. (English) Zbl 1437.62148 Stat. Methods Appl. 28, No. 4, 749-767 (2019). MSC: 62G08 62J12 62P25 PDF BibTeX XML Cite \textit{H. P. Pinheiro} et al., Stat. Methods Appl. 28, No. 4, 749--767 (2019; Zbl 1437.62148) Full Text: DOI OpenURL
Scealy, J. L.; Wood, Andrew T. A. Scaled von Mises-Fisher distributions and regression models for paleomagnetic directional data. (English) Zbl 1428.62422 J. Am. Stat. Assoc. 114, No. 528, 1547-1560 (2019). MSC: 62M30 62R40 86A32 PDF BibTeX XML Cite \textit{J. L. Scealy} and \textit{A. T. A. Wood}, J. Am. Stat. Assoc. 114, No. 528, 1547--1560 (2019; Zbl 1428.62422) Full Text: DOI OpenURL
Zhu, Ke Statistical inference for autoregressive models under heteroscedasticity of unknown form. (English) Zbl 1436.62444 Ann. Stat. 47, No. 6, 3185-3215 (2019). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62M10 62P20 62J05 62H12 PDF BibTeX XML Cite \textit{K. Zhu}, Ann. Stat. 47, No. 6, 3185--3215 (2019; Zbl 1436.62444) Full Text: DOI arXiv Euclid OpenURL
Chown, Justin; Müller, Ursula U. Corrigendum: “Detecting heteroscedasticity in non-parametric regression using weighted empirical processes”. (English) Zbl 1428.62150 J. R. Stat. Soc., Ser. B, Stat. Methodol. 81, No. 4, 805-806 (2019). MSC: 62G08 62H20 PDF BibTeX XML Cite \textit{J. Chown} and \textit{U. U. Müller}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 81, No. 4, 805--806 (2019; Zbl 1428.62150) Full Text: DOI OpenURL
Dai, Xiaowen; Jin, Libin; Tian, Maozai; Shi, Lei Bayesian local influence for spatial autoregressive models with heteroscedasticity. (English) Zbl 1432.62297 Stat. Pap. 60, No. 5, 1423-1446 (2019). MSC: 62M10 62H12 62J05 PDF BibTeX XML Cite \textit{X. Dai} et al., Stat. Pap. 60, No. 5, 1423--1446 (2019; Zbl 1432.62297) Full Text: DOI OpenURL
Oh, Haejune; Lee, Sangyeol Modified residual CUSUM test for location-scale time series models with heteroscedasticity. (English) Zbl 1431.62406 Ann. Inst. Stat. Math. 71, No. 5, 1059-1091 (2019). MSC: 62M10 62H11 PDF BibTeX XML Cite \textit{H. Oh} and \textit{S. Lee}, Ann. Inst. Stat. Math. 71, No. 5, 1059--1091 (2019; Zbl 1431.62406) Full Text: DOI OpenURL
Wilcox, Rand R. Robust regression: testing global hypotheses about the slopes when there is multicollinearity or heteroscedasticity. (English) Zbl 1420.62320 Br. J. Math. Stat. Psychol. 72, No. 2, 355-369 (2019). MSC: 62J12 62G35 62P15 PDF BibTeX XML Cite \textit{R. R. Wilcox}, Br. J. Math. Stat. Psychol. 72, No. 2, 355--369 (2019; Zbl 1420.62320) Full Text: DOI OpenURL
Liang, Waley W. J.; Lee, Herbert K. H. Bayesian nonstationary Gaussian process models via treed process convolutions. (English) Zbl 1474.60102 Adv. Data Anal. Classif., ADAC 13, No. 3, 797-818 (2019). MSC: 60G15 60G60 62M30 62M20 62F15 PDF BibTeX XML Cite \textit{W. W. J. Liang} and \textit{H. K. H. Lee}, Adv. Data Anal. Classif., ADAC 13, No. 3, 797--818 (2019; Zbl 1474.60102) Full Text: DOI Link OpenURL
Zhu, Rong; Wan, Alan T. K.; Zhang, Xinyu; Zou, Guohua A Mallows-type model averaging estimator for the varying-coefficient partially linear model. (English) Zbl 1420.62303 J. Am. Stat. Assoc. 114, No. 526, 882-892 (2019). MSC: 62J05 62F12 62G05 PDF BibTeX XML Cite \textit{R. Zhu} et al., J. Am. Stat. Assoc. 114, No. 526, 882--892 (2019; Zbl 1420.62303) Full Text: DOI OpenURL
Zhang, Xinyu; Wang, Wendun Optimal model averaging estimation for partially linear models. (English) Zbl 1422.62245 Stat. Sin. 29, No. 2, 693-718 (2019). MSC: 62J05 62P05 PDF BibTeX XML Cite \textit{X. Zhang} and \textit{W. Wang}, Stat. Sin. 29, No. 2, 693--718 (2019; Zbl 1422.62245) Full Text: DOI Link OpenURL
Gouriéroux, C.; Monfort, A.; Zakoïan, J.-M. Consistent pseudo-maximum likelihood estimators and groups of transformations. (English) Zbl 1420.62412 Econometrica 87, No. 1, 327-345 (2019). MSC: 62M30 62F10 62F12 62P20 PDF BibTeX XML Cite \textit{C. Gouriéroux} et al., Econometrica 87, No. 1, 327--345 (2019; Zbl 1420.62412) Full Text: DOI OpenURL
Chang, Bo; Joe, Harry Prediction based on conditional distributions of vine copulas. (English) Zbl 07080185 Comput. Stat. Data Anal. 139, 45-63 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{B. Chang} and \textit{H. Joe}, Comput. Stat. Data Anal. 139, 45--63 (2019; Zbl 07080185) Full Text: DOI arXiv OpenURL
Liu, Cheng; Sun, Yixiao A simple and trustworthy asymptotic \(t\) test in difference-in-differences regressions. (English) Zbl 1452.62659 J. Econom. 210, No. 2, 327-362 (2019). MSC: 62M10 62P20 PDF BibTeX XML Cite \textit{C. Liu} and \textit{Y. Sun}, J. Econom. 210, No. 2, 327--362 (2019; Zbl 1452.62659) Full Text: DOI OpenURL
Víšek, Jan Ámos Asymptotics of S-weighted estimators. (English) Zbl 1414.62158 Crocetta, Corrado (ed.), Theoretical and applied statistics. In honour of Corrado Gini – SIS 2015. Selected papers of the conference of the Italian Statistical Society: “Statistics and Demography – the Legacy of Corrado Gini”, Treviso, Italy, September 9–11, 2015. Cham: Springer. Springer Proc. Math. Stat. 274, 31-42 (2019). MSC: 62G30 62G07 PDF BibTeX XML Cite \textit{J. Á. Víšek}, Springer Proc. Math. Stat. 274, 31--42 (2019; Zbl 1414.62158) Full Text: DOI OpenURL
Sinha, Shyamalendu; Hart, Jeffrey D. Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior. (English) Zbl 07060680 Comput. Stat. Data Anal. 138, 201-221 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Sinha} and \textit{J. D. Hart}, Comput. Stat. Data Anal. 138, 201--221 (2019; Zbl 07060680) Full Text: DOI arXiv OpenURL
Li, Mengyan; Ma, Yanyuan; Li, Runze Semiparametric regression for measurement error model with heteroscedastic error. (English) Zbl 1417.62084 J. Multivariate Anal. 171, 320-338 (2019). MSC: 62G08 62G05 62F12 PDF BibTeX XML Cite \textit{M. Li} et al., J. Multivariate Anal. 171, 320--338 (2019; Zbl 1417.62084) Full Text: DOI Link OpenURL
Liao, Lina; Park, Cheolwoo; Choi, Hosik Penalized expectile regression: an alternative to penalized quantile regression. (English) Zbl 1417.62082 Ann. Inst. Stat. Math. 71, No. 2, 409-438 (2019). MSC: 62G08 62J07 PDF BibTeX XML Cite \textit{L. Liao} et al., Ann. Inst. Stat. Math. 71, No. 2, 409--438 (2019; Zbl 1417.62082) Full Text: DOI OpenURL
Gijbels, Irene; Vrinssen, I. Robust estimation and variable selection in heteroscedastic linear regression. (English) Zbl 1418.62271 Statistics 53, No. 3, 489-532 (2019). Reviewer: Oleksandr Kukush (Kyïv) MSC: 62J05 62F35 PDF BibTeX XML Cite \textit{I. Gijbels} and \textit{I. Vrinssen}, Statistics 53, No. 3, 489--532 (2019; Zbl 1418.62271) Full Text: DOI Link OpenURL
Spokoiny, Vladimir; Willrich, Niklas Bootstrap tuning in Gaussian ordered model selection. (English) Zbl 1427.62033 Ann. Stat. 47, No. 3, 1351-1380 (2019). Reviewer: Martin Wendler (Greifswald) MSC: 62G08 62J05 62J10 62J15 62G09 62G05 PDF BibTeX XML Cite \textit{V. Spokoiny} and \textit{N. Willrich}, Ann. Stat. 47, No. 3, 1351--1380 (2019; Zbl 1427.62033) Full Text: DOI arXiv Euclid OpenURL