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 07331608 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 07331608) Full Text: DOI
Zhang, Yaqi; Guo, Lei Convergence of self-tuning regulators under conditional heteroscedastic noises with unknown high-frequency gain. (English) Zbl 07331556 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 07331556) Full Text: DOI
Chen, Yuxin; Cheng, Chen; Fan, Jianqing Asymmetry helps: eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices. (English) Zbl 07319872 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 07319872) Full Text: DOI Euclid
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
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
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
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
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
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
Kline, Patrick; Saggio, Raffaele; Sølvsten, Mikkel Leave-out estimation of variance components. (English) Zbl 07355750 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 07355750) Full Text: DOI
Zhao, Shangwei; Liao, Jun; Yu, Dalei Model averaging estimator in ridge regression and its large sample properties. (English) Zbl 07354450 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 07354450) Full Text: DOI
Guo, Xu; Jiang, Xuejun; Zhang, Shumei; Zhu, Lixing Pairwise distance-based heteroscedasticity test for regressions. (English) Zbl 07344474 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 07344474) Full Text: DOI
Zambom, Adriano Zanin; Kim, Jongwook Testing for additivity in nonparametric heteroscedastic regression models. (English) Zbl 07342635 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 07342635) Full Text: DOI
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
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
Dalla, Violetta; Giraitis, Liudas; Robinson, Peter M. Asymptotic theory for time series with changing mean and variance. (English) Zbl 07306106 J. Econom. 219, No. 2, 281-313 (2020). MSC: 62 91 PDF BibTeX XML Cite \textit{V. Dalla} et al., J. Econom. 219, No. 2, 281--313 (2020; Zbl 07306106) Full Text: DOI
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
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
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
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
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
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
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
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
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
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
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
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
Mohr, Maria; Neumeyer, Natalie Consistent nonparametric change point detection combining CUSUM and marked empirical processes. (English) Zbl 07211000 Electron. J. Stat. 14, No. 1, 2238-2271 (2020). 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 07211000) Full Text: DOI Euclid
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
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
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 PDF BibTeX XML Cite \textit{M. Cakmak} et al., J. Stat. Comput. Simulation 90, No. 6, 961--1000 (2020; Zbl 07194322) Full Text: DOI
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
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
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
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
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 Euclid
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
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
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
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
Liang, Waley W. J.; Lee, Herbert K. H. Bayesian nonstationary Gaussian process models via treed process convolutions. (English) Zbl 07103452 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 07103452) Full Text: DOI
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
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
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
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 PDF BibTeX XML Cite \textit{B. Chang} and \textit{H. Joe}, Comput. Stat. Data Anal. 139, 45--63 (2019; Zbl 07080185) Full Text: DOI
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
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
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 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
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
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
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
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 Euclid
Kasahara, Hiroyuki; Shimotsu, Katsumi Asymptotic properties of the maximum likelihood estimator in regime switching econometric models. (English) Zbl 1452.62929 J. Econom. 208, No. 2, 442-467 (2019). MSC: 62P20 62M05 62F12 62M10 PDF BibTeX XML Cite \textit{H. Kasahara} and \textit{K. Shimotsu}, J. Econom. 208, No. 2, 442--467 (2019; Zbl 1452.62929) Full Text: DOI arXiv
Choi, Ji-Eun; Shin, Dong Wan Moving block bootstrapping for a CUSUM test for correlation change. (English) Zbl 07045227 Comput. Stat. Data Anal. 135, 95-106 (2019). MSC: 62 PDF BibTeX XML Cite \textit{J.-E. Choi} and \textit{D. W. Shin}, Comput. Stat. Data Anal. 135, 95--106 (2019; Zbl 07045227) Full Text: DOI
Hušková, Marie; Neumeyer, Natalie; Niebuhr, Tobias; Selk, Leonie Specification testing in nonparametric AR-ARCH models. (English) Zbl 1417.62247 Scand. J. Stat. 46, No. 1, 26-58 (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62M10 62G10 62G20 PDF BibTeX XML Cite \textit{M. Hušková} et al., Scand. J. Stat. 46, No. 1, 26--58 (2019; Zbl 1417.62247) Full Text: DOI
Kim, Mijeong; Ma, Yanyuan Semiparametric efficient estimators in heteroscedastic error models. (English) Zbl 1415.62021 Ann. Inst. Stat. Math. 71, No. 1, 1-28 (2019). MSC: 62G08 62P20 PDF BibTeX XML Cite \textit{M. Kim} and \textit{Y. Ma}, Ann. Inst. Stat. Math. 71, No. 1, 1--28 (2019; Zbl 1415.62021) Full Text: DOI
Cai, Li; Liu, Rong; Wang, Suojin; Yang, Lijian Simultaneous confidence bands for mean and variance functions based on deterministic design. (English) Zbl 1412.62213 Stat. Sin. 29, No. 1, 505-525 (2019). MSC: 62P30 62K10 62J10 62G08 62G15 60J65 PDF BibTeX XML Cite \textit{L. Cai} et al., Stat. Sin. 29, No. 1, 505--525 (2019; Zbl 1412.62213) Full Text: DOI
Tadayon, Vahid; Rasekh, Abdolrahman Non-Gaussian covariate-dependent spatial measurement error model for analyzing big spatial data. (English) Zbl 1426.62358 J. Agric. Biol. Environ. Stat. 24, No. 1, 49-72 (2019). MSC: 62P12 62F15 62M30 PDF BibTeX XML Cite \textit{V. Tadayon} and \textit{A. Rasekh}, J. Agric. Biol. Environ. Stat. 24, No. 1, 49--72 (2019; Zbl 1426.62358) Full Text: DOI
Kim, Hyungwoo; Wu, Yichao; Shin, Seung Jun Quantile-slicing estimation for dimension reduction in regression. (English) Zbl 1432.62096 J. Stat. Plann. Inference 198, 1-12 (2019). MSC: 62G08 62H12 62G20 62-08 PDF BibTeX XML Cite \textit{H. Kim} et al., J. Stat. Plann. Inference 198, 1--12 (2019; Zbl 1432.62096) Full Text: DOI
Gijbels, Irène; Ibrahim, Mohammed A.; Verhasselt, Anneleen Testing the heteroscedastic error structure in quantile varying coefficient models. (English. French summary) Zbl 07193331 Can. J. Stat. 46, No. 2, 246-264 (2018). MSC: 62Gxx 62G10 62Hxx PDF BibTeX XML Cite \textit{I. Gijbels} et al., Can. J. Stat. 46, No. 2, 246--264 (2018; Zbl 07193331) Full Text: DOI
Wang, Qihua; Wang, Xuan Analysis of censored data under heteroscedastic transformation regression models with unknown transformation function. (English. French summary) Zbl 07193330 Can. J. Stat. 46, No. 2, 233-245 (2018). MSC: 62G05 62G08 62G20 62N01 62N02 PDF BibTeX XML Cite \textit{Q. Wang} and \textit{X. Wang}, Can. J. Stat. 46, No. 2, 233--245 (2018; Zbl 07193330) Full Text: DOI
Kim, Minjo; Lee, Sangyeol Bootstrap entropy test for general location-scale time series models with heteroscedasticity. (English) Zbl 07192675 J. Stat. Comput. Simulation 88, No. 13, 2573-2588 (2018). MSC: 62 PDF BibTeX XML Cite \textit{M. Kim} and \textit{S. Lee}, J. Stat. Comput. Simulation 88, No. 13, 2573--2588 (2018; Zbl 07192675) Full Text: DOI
Le Pen, Yannick; Sévi, Benoît Futures trading and the excess co-movement of commodity prices. (English) Zbl 1425.91404 Rev. Finance 22, No. 1, 381-418 (2018). MSC: 91G20 62P05 PDF BibTeX XML Cite \textit{Y. Le Pen} and \textit{B. Sévi}, Rev. Finance 22, No. 1, 381--418 (2018; Zbl 1425.91404) Full Text: DOI
Bai, Zhidong; Pan, Guangming; Yin, Yanqing A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test. (English) Zbl 1420.62291 Test 27, No. 4, 896-920 (2018). MSC: 62J05 62H15 60F05 PDF BibTeX XML Cite \textit{Z. Bai} et al., Test 27, No. 4, 896--920 (2018; Zbl 1420.62291) Full Text: DOI
Majid, Abdul; Aslam, Muhammad; Altaf, Saima Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: a Monte Carlo evidence. (English) Zbl 1426.62203 Cogent Math. Stat. 5, Article ID 1538596, 12 p. (2018). MSC: 62J05 62J07 62P20 65C05 PDF BibTeX XML Cite \textit{A. Majid} et al., Cogent Math. Stat. 5, Article ID 1538596, 12 p. (2018; Zbl 1426.62203) Full Text: DOI
Böing-Messing, Florian; Mulder, Joris Automatic Bayes factors for testing equality- and inequality-constrained hypotheses on variances. (English) Zbl 1422.62341 Psychometrika 83, No. 3, 586-617 (2018). MSC: 62P15 62G30 PDF BibTeX XML Cite \textit{F. Böing-Messing} and \textit{J. Mulder}, Psychometrika 83, No. 3, 586--617 (2018; Zbl 1422.62341) Full Text: DOI
Su, Peng; Tian, Maozai Scale-parameter estimation and heteroscedasticity detection based on minimizing the composite quantile loss. (Chinese. English summary) Zbl 1424.62035 J. Syst. Sci. Math. Sci. 38, No. 9, 1055-1066 (2018). MSC: 62F10 62F03 62J05 PDF BibTeX XML Cite \textit{P. Su} and \textit{M. Tian}, J. Syst. Sci. Math. Sci. 38, No. 9, 1055--1066 (2018; Zbl 1424.62035)
Dobler, Dennis; Pauly, Markus Bootstrap- and permutation-based inference for the Mann-Whitney effect for right-censored and tied data. (English) Zbl 1417.62284 Test 27, No. 3, 639-658 (2018). MSC: 62N02 62N03 62G09 62G10 62G20 PDF BibTeX XML Cite \textit{D. Dobler} and \textit{M. Pauly}, Test 27, No. 3, 639--658 (2018; Zbl 1417.62284) Full Text: DOI
Sun, Ryan; Carroll, Raymond J.; Christiani, David C.; Lin, Xihong Testing for gene-environment interaction under exposure misspecification. (English) Zbl 1414.62478 Biometrics 74, No. 2, 653-662 (2018). MSC: 62P10 62P12 92D30 62J05 62J12 PDF BibTeX XML Cite \textit{R. Sun} et al., Biometrics 74, No. 2, 653--662 (2018; Zbl 1414.62478) Full Text: DOI
Zheng, Yao; Zhu, Qianqian; Li, Guodong; Xiao, Zhijie Hybrid quantile regression estimation for time series models with conditional heteroscedasticity. (English) Zbl 1407.62336 J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 5, 975-993 (2018). MSC: 62M10 62G08 62P05 PDF BibTeX XML Cite \textit{Y. Zheng} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 5, 975--993 (2018; Zbl 1407.62336) Full Text: DOI
Maciak, Matúš; Peštová, Barbora; Pešta, Michal Structural breaks in dependent, heteroscedastic, and extremal panel data. (English) Zbl 07031763 Kybernetika 54, No. 6, 1106-1121 (2018). MSC: 62G32 62D20 62G10 62G20 PDF BibTeX XML Cite \textit{M. Maciak} et al., Kybernetika 54, No. 6, 1106--1121 (2018; Zbl 07031763) Full Text: DOI
Ji, Linlin; Liao, Jun; Zong, Xianpeng Model averaging for heteroscedastic linear models with measurement errors. (Chinese. English summary) Zbl 1424.62040 J. Syst. Sci. Math. Sci. 38, No. 6, 688-701 (2018). MSC: 62F12 62J05 PDF BibTeX XML Cite \textit{L. Ji} et al., J. Syst. Sci. Math. Sci. 38, No. 6, 688--701 (2018; Zbl 1424.62040)
Li, Handong; Peng, Sheng Testing structural changes in the Chinese stock market by CUSUM. (Chinese. English summary) Zbl 1424.62176 J. Beijing Norm. Univ., Nat. Sci. 54, No. 4, 480-485 (2018). MSC: 62P05 62M10 91B84 PDF BibTeX XML Cite \textit{H. Li} and \textit{S. Peng}, J. Beijing Norm. Univ., Nat. Sci. 54, No. 4, 480--485 (2018; Zbl 1424.62176) Full Text: DOI
Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K. Inference in linear regression models with many covariates and heteroscedasticity. (English) Zbl 1402.62036 J. Am. Stat. Assoc. 113, No. 523, 1350-1361 (2018). MSC: 62F12 62J05 62J86 62P20 PDF BibTeX XML Cite \textit{M. D. Cattaneo} et al., J. Am. Stat. Assoc. 113, No. 523, 1350--1361 (2018; Zbl 1402.62036) Full Text: DOI
Zhang, Yuanyuan; Yang, Lijian A smooth simultaneous confidence band for correlation curve. (English) Zbl 1404.62048 Test 27, No. 2, 247-269 (2018). MSC: 62G15 62G08 62G20 62P20 62G07 PDF BibTeX XML Cite \textit{Y. Zhang} and \textit{L. Yang}, Test 27, No. 2, 247--269 (2018; Zbl 1404.62048) Full Text: DOI
Weinstein, Asaf; Ma, Zhuang; Brown, Lawrence D.; Zhang, Cun-Hui Group-linear empirical Bayes estimates for a heteroscedastic normal mean. (English) Zbl 1398.62067 J. Am. Stat. Assoc. 113, No. 522, 698-710 (2018). MSC: 62F15 62C12 62F10 62H12 62J07 62J10 PDF BibTeX XML Cite \textit{A. Weinstein} et al., J. Am. Stat. Assoc. 113, No. 522, 698--710 (2018; Zbl 1398.62067) Full Text: DOI
Wang, Fangfang; Wang, Haonan Modelling non-stationary multivariate time series of counts via common factors. (English) Zbl 1398.62251 J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 4, 769-791 (2018). MSC: 62M10 62J12 62H05 62P20 PDF BibTeX XML Cite \textit{F. Wang} and \textit{H. Wang}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 4, 769--791 (2018; Zbl 1398.62251) Full Text: DOI
Sarkar, Abhra; Pati, Debdeep; Chakraborty, Antik; Mallick, Bani K.; Carroll, Raymond J. Bayesian semiparametric multivariate density deconvolution. (English) Zbl 1398.62083 J. Am. Stat. Assoc. 113, No. 521, 401-416 (2018). MSC: 62G07 62F15 62H25 62J07 PDF BibTeX XML Cite \textit{A. Sarkar} et al., J. Am. Stat. Assoc. 113, No. 521, 401--416 (2018; Zbl 1398.62083) Full Text: DOI
Zhang, Hongfan Quasi-likelihood estimation of the single index conditional variance model. (English) Zbl 06957704 Comput. Stat. Data Anal. 128, 58-72 (2018). MSC: 62 PDF BibTeX XML Cite \textit{H. Zhang}, Comput. Stat. Data Anal. 128, 58--72 (2018; Zbl 06957704) Full Text: DOI
Robinson, Peter M.; Velasco, Carlos Inference on trending panel data. (English) Zbl 1452.62676 J. Econom. 206, No. 2, 282-304 (2018). MSC: 62M10 62F12 62P20 PDF BibTeX XML Cite \textit{P. M. Robinson} and \textit{C. Velasco}, J. Econom. 206, No. 2, 282--304 (2018; Zbl 1452.62676) Full Text: DOI
Lewbel, Arthur Identification and estimation using heteroscedasticity without instruments: the binary endogenous regressor case. (English) Zbl 1401.62110 Econ. Lett. 165, 10-12 (2018). MSC: 62J05 62P20 PDF BibTeX XML Cite \textit{A. Lewbel}, Econ. Lett. 165, 10--12 (2018; Zbl 1401.62110) Full Text: DOI
Hong, David; Balzano, Laura; Fessler, Jeffrey A. Asymptotic performance of PCA for high-dimensional heteroscedastic data. (English) Zbl 1395.62139 J. Multivariate Anal. 167, 435-452 (2018). MSC: 62H25 62H12 62F12 PDF BibTeX XML Cite \textit{D. Hong} et al., J. Multivariate Anal. 167, 435--452 (2018; Zbl 1395.62139) Full Text: DOI
Wang, Chong; Shin, Seung Jun; Wu, Yichao Principal quantile regression for sufficient dimension reduction with heteroscedasticity. (English) Zbl 1393.60119 Electron. J. Stat. 12, No. 2, 2114-2140 (2018). MSC: 60K35 PDF BibTeX XML Cite \textit{C. Wang} et al., Electron. J. Stat. 12, No. 2, 2114--2140 (2018; Zbl 1393.60119) Full Text: DOI Euclid
Shi, Jianhong; Zhao, Fanrong Statistical inference for heteroscedastic semi-varying coefficient EV models under restricted condition. (English) Zbl 1401.62065 Stat. Pap. 59, No. 2, 487-511 (2018). MSC: 62G08 62H12 62G20 62F03 PDF BibTeX XML Cite \textit{J. Shi} and \textit{F. Zhao}, Stat. Pap. 59, No. 2, 487--511 (2018; Zbl 1401.62065) Full Text: DOI
Zhao, Jun; Chen, Yingyu; Zhang, Yi Expectile regression for analyzing heteroscedasticity in high dimension. (English) Zbl 1414.62324 Stat. Probab. Lett. 137, 304-311 (2018). MSC: 62J07 65C05 PDF BibTeX XML Cite \textit{J. Zhao} et al., Stat. Probab. Lett. 137, 304--311 (2018; Zbl 1414.62324) Full Text: DOI
Hu, Qinqin; Lin, Lu Conditional feature screening for mean and variance functions in models with multiple-index structure. (English) Zbl 1395.62090 Metrika 81, No. 4, 357-393 (2018). Reviewer: Denis Sidorov (Irkutsk) MSC: 62G08 62J12 62G05 PDF BibTeX XML Cite \textit{Q. Hu} and \textit{L. Lin}, Metrika 81, No. 4, 357--393 (2018; Zbl 1395.62090) Full Text: DOI
Xu, Jing; Li, Xinmin A fiducial \(p\)-value approach for comparing heteroscedastic regression models. (English) Zbl 06879735 Commun. Stat., Simulation Comput. 47, No. 2, 420-431 (2018). MSC: 62F03 62F40 62J05 PDF BibTeX XML Cite \textit{J. Xu} and \textit{X. Li}, Commun. Stat., Simulation Comput. 47, No. 2, 420--431 (2018; Zbl 06879735) Full Text: DOI
Jeong, Minsoo Addendum: “Residual-based GARCH bootstrap and second order asymptotic refinement”. (English) Zbl 1392.62266 Econom. Theory 34, No. 3, 704 (2018). MSC: 62M10 62G09 62E20 PDF BibTeX XML Cite \textit{M. Jeong}, Econom. Theory 34, No. 3, 704 (2018; Zbl 1392.62266) Full Text: DOI
Henien, Aicha; Ait-Hennani, Larbi; Demongeot, Jacques; Laksaci, Ali; Rachdi, Mustapha Heteroscedasticity test when the covariables are functionals. (Test d’hétéroscédasticité quand les covariables sont fonctionnelles.) (French. English summary) Zbl 1390.62072 C. R., Math., Acad. Sci. Paris 356, No. 5, 571-574 (2018). MSC: 62G10 62G20 PDF BibTeX XML Cite \textit{A. Henien} et al., C. R., Math., Acad. Sci. Paris 356, No. 5, 571--574 (2018; Zbl 1390.62072) Full Text: DOI
Fang, Jianglin; Liu, Wanrong; Lu, Xuewen Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data. (English) Zbl 06860394 Metrika 81, No. 3, 255-281 (2018). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G05 62J05 PDF BibTeX XML Cite \textit{J. Fang} et al., Metrika 81, No. 3, 255--281 (2018; Zbl 06860394) Full Text: DOI
Li, Dong; Zhang, Xingfa; Zhu, Ke; Ling, Shiqing The ZD-GARCH model: a new way to study heteroscedasticity. (English) Zbl 1378.62076 J. Econom. 202, No. 1, 1-17 (2018). MSC: 62M10 62G05 62G20 62P05 PDF BibTeX XML Cite \textit{D. Li} et al., J. Econom. 202, No. 1, 1--17 (2018; Zbl 1378.62076) Full Text: DOI
Wilcox, Rand R. Linear regression: robust heteroscedastic confidence bands that have some specified simultaneous probability coverage. (English) Zbl 07282169 J. Appl. Stat. 44, No. 14, 2564-2574 (2017). MSC: 62 PDF BibTeX XML Cite \textit{R. R. Wilcox}, J. Appl. Stat. 44, No. 14, 2564--2574 (2017; Zbl 07282169) Full Text: DOI
Sun, Huihui Testing of homogeneity of variance and autocorrelation coefficients of nonlinear mixed models with AR(1) errors based on M-estimation. (English) Zbl 07282043 J. Appl. Stat. 44, No. 2, 362-375 (2017). MSC: 62J02 PDF BibTeX XML Cite \textit{H. Sun}, J. Appl. Stat. 44, No. 2, 362--375 (2017; Zbl 07282043) Full Text: DOI
Çelik, Reşit A new test to detect monotonic and non-monotonic types of heteroscedasticity. (English) Zbl 07282042 J. Appl. Stat. 44, No. 2, 342-361 (2017). MSC: 62 PDF BibTeX XML Cite \textit{R. Çelik}, J. Appl. Stat. 44, No. 2, 342--361 (2017; Zbl 07282042) Full Text: DOI
Cao, Chunzheng; Chen, Mengqian; Zhu, Xiaoxin; Jin, Shaobo Bayesian inference in a heteroscedastic replicated measurement error model using heavy-tailed distributions. (English) Zbl 07192102 J. Stat. Comput. Simulation 87, No. 15, 2915-2928 (2017). MSC: 62 PDF BibTeX XML Cite \textit{C. Cao} et al., J. Stat. Comput. Simulation 87, No. 15, 2915--2928 (2017; Zbl 07192102) Full Text: DOI
Kharrati-Kopaei, Mahmood; Eftekhar, Sana Simultaneous confidence intervals for comparing several inverse Gaussian means under heteroscedasticity. (English) Zbl 07191970 J. Stat. Comput. Simulation 87, No. 4, 777-790 (2017). MSC: 62 PDF BibTeX XML Cite \textit{M. Kharrati-Kopaei} and \textit{S. Eftekhar}, J. Stat. Comput. Simulation 87, No. 4, 777--790 (2017; Zbl 07191970) Full Text: DOI
Happ, Martin; Harrar, Solomon W.; Bathke, Arne C. High-dimensional repeated measures. (English) Zbl 1420.62079 J. Stat. Theory Pract. 11, No. 3, 468-477 (2017). MSC: 62F03 PDF BibTeX XML Cite \textit{M. Happ} et al., J. Stat. Theory Pract. 11, No. 3, 468--477 (2017; Zbl 1420.62079) Full Text: DOI
Molenaar, Dylan; Bolsinova, Maria A heteroscedastic generalized linear model with a non-normal speed factor for responses and response times. (English) Zbl 1410.62146 Br. J. Math. Stat. Psychol. 70, No. 2, 297-316 (2017). MSC: 62J12 62D05 62P15 PDF BibTeX XML Cite \textit{D. Molenaar} and \textit{M. Bolsinova}, Br. J. Math. Stat. Psychol. 70, No. 2, 297--316 (2017; Zbl 1410.62146) Full Text: DOI
Zhang, Yuanyuan; Choudhry, Taufiq Forecasting the daily time-varying beta of European banks during the crisis period: comparison between GARCH models and the Kalman filter. (English) Zbl 1397.62581 J. Forecast. 36, No. 8, 956-973 (2017). MSC: 62P20 62J15 91B84 PDF BibTeX XML Cite \textit{Y. Zhang} and \textit{T. Choudhry}, J. Forecast. 36, No. 8, 956--973 (2017; Zbl 1397.62581) Full Text: DOI