Hu, Yue; Li, Haiqi; Tan, Falong Testing the parametric form of the conditional variance in regressions based on distance covariance. (English) Zbl 07771442 Comput. Stat. Data Anal. 189, Article ID 107851, 14 p. (2024). MSC: 62-08 PDF BibTeX XML Cite \textit{Y. Hu} et al., Comput. Stat. Data Anal. 189, Article ID 107851, 14 p. (2024; Zbl 07771442) Full Text: DOI arXiv
Harvey, Andrew; Palumbo, Dario Score-driven models for realized volatility. (English) Zbl 07767739 J. Econom. 237, No. 2, Article ID 105448, 14 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{A. Harvey} and \textit{D. Palumbo}, J. Econom. 237, No. 2, Article ID 105448, 14 p. (2023; Zbl 07767739) Full Text: DOI
Su, Bing; Zhu, Fu-kang; Huang, Ju Bayesian estimation and model selection for the spatiotemporal autoregressive model with autoregressive conditional heteroscedasticity errors. (English) Zbl 07767313 Acta Math. Appl. Sin., Engl. Ser. 39, No. 4, 972-989 (2023). MSC: 62F15 62H11 PDF BibTeX XML Cite \textit{B. Su} et al., Acta Math. Appl. Sin., Engl. Ser. 39, No. 4, 972--989 (2023; Zbl 07767313) Full Text: DOI
Wilcox, Rand R. Within groups designs: inferences based on a robust nonparametric measure of effect size. (English) Zbl 07761606 Sankhyā, Ser. B 85, No. 2, 330-343 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{R. R. Wilcox}, Sankhyā, Ser. B 85, No. 2, 330--343 (2023; Zbl 07761606) Full Text: DOI OA License
Tian, Chuan; Jiang, Duo; Hammer, Austin; Sharpton, Thomas; Jiang, Yuan Compositional graphical lasso resolves the impact of parasitic infection on gut microbial interaction networks in a zebrafish model. (English) Zbl 07751781 J. Am. Stat. Assoc. 118, No. 543, 1500-1514 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{C. Tian} et al., J. Am. Stat. Assoc. 118, No. 543, 1500--1514 (2023; Zbl 07751781) Full Text: DOI arXiv
Syuhada, Khreshna; Hakim, Arief; Nur’aini, Risti The expected-based value-at-risk and expected shortfall using quantile and expectile with application to electricity market data. (English) Zbl 07739063 Commun. Stat., Simulation Comput. 52, No. 7, 3104-3121 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{K. Syuhada} et al., Commun. Stat., Simulation Comput. 52, No. 7, 3104--3121 (2023; Zbl 07739063) Full Text: DOI
Yang, Bingduo; Liu, Xiaohui; Long, Wei; Peng, Liang A unified unit root test regardless of intercept. (English) Zbl 07739039 Econom. Rev. 42, No. 6, 540-555 (2023). MSC: 62P20 PDF BibTeX XML Cite \textit{B. Yang} et al., Econom. Rev. 42, No. 6, 540--555 (2023; Zbl 07739039) Full Text: DOI
Liu, Jichun; Pan, Yue; Pan, Jiazhu; Almarashi, Abdullah Markov-switching Poisson generalized autoregressive conditional heteroscedastic models. (English) Zbl 07738992 Stat. Interface 16, No. 4, 531-544 (2023). MSC: 62-XX 62M10 37M10 91B84 PDF BibTeX XML Cite \textit{J. Liu} et al., Stat. Interface 16, No. 4, 531--544 (2023; Zbl 07738992) Full Text: DOI
Kharfouchi, Soumia; Mili, Wafa Estimating 2-D GARCH models by quasi-maximum of likelihood. (English) Zbl 07720157 Commun. Stat., Theory Methods 52, No. 17, 6275-6286 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Kharfouchi} and \textit{W. Mili}, Commun. Stat., Theory Methods 52, No. 17, 6275--6286 (2023; Zbl 07720157) Full Text: DOI
O’Neill, Meadhbh; Burke, Kevin Variable selection using a smooth information criterion for distributional regression models. (English) Zbl 1517.62040 Stat. Comput. 33, No. 3, Paper No. 71, 16 p. (2023). MSC: 62-08 PDF BibTeX XML Cite \textit{M. O'Neill} and \textit{K. Burke}, Stat. Comput. 33, No. 3, Paper No. 71, 16 p. (2023; Zbl 1517.62040) Full Text: DOI arXiv
Al-Gounmeein, Remal Shaher; Ismail, Mohd Tahir Comparing the performances of symmetric and asymmetric generalized autoregressive conditionally heteroscedasticity models based on long-memory models under different distributions. (English) Zbl 07714124 Commun. Stat., Simulation Comput. 52, No. 5, 1878-1908 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{R. S. Al-Gounmeein} and \textit{M. T. Ismail}, Commun. Stat., Simulation Comput. 52, No. 5, 1878--1908 (2023; Zbl 07714124) Full Text: DOI
Alphonsus Akpan, Emmanuel; Lasisi, Kazeem Etitayo; Moffat, Imoh Udo; Abasiekwere, Ubon Akpan Appraisal of excess kurtosis through outlier-modified GARCH-type models. (English) Zbl 07713878 Commun. Stat., Simulation Comput. 52, No. 4, 1523-1537 (2023). MSC: 37M10 62M10 PDF BibTeX XML Cite \textit{E. Alphonsus Akpan} et al., Commun. Stat., Simulation Comput. 52, No. 4, 1523--1537 (2023; Zbl 07713878) Full Text: DOI
Bhatti, Sajjad Haider; Khan, Faizan Wajid; Irfan, Muhammad; Raza, Muhammad Ali An effective approach towards efficient estimation of general linear model in case of heteroscedastic errors. (English) Zbl 07713489 Commun. Stat., Simulation Comput. 52, No. 2, 392-403 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{S. H. Bhatti} et al., Commun. Stat., Simulation Comput. 52, No. 2, 392--403 (2023; Zbl 07713489) Full Text: DOI
Teles, Paulo Testing conditional heteroscedasticity with systematic sampling of time series. (English) Zbl 07711324 Commun. Stat., Theory Methods 52, No. 15, 5427-5450 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{P. Teles}, Commun. Stat., Theory Methods 52, No. 15, 5427--5450 (2023; Zbl 07711324) Full Text: DOI
da Silva, Murilo; Sriram, T. N.; Ke, Yuan Dimension reduction in time series under the presence of conditional heteroscedasticity. (English) Zbl 07708626 Comput. Stat. Data Anal. 180, Article ID 107682, 22 p. (2023). MSC: 62-08 PDF BibTeX XML Cite \textit{M. da Silva} et al., Comput. Stat. Data Anal. 180, Article ID 107682, 22 p. (2023; Zbl 07708626) Full Text: DOI
Zhou, Le; Zou, Hui Cross-fitted residual regression for high-dimensional heteroscedasticity pursuit. (English) Zbl 07707222 J. Am. Stat. Assoc. 118, No. 542, 1056-1065 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{L. Zhou} and \textit{H. Zou}, J. Am. Stat. Assoc. 118, No. 542, 1056--1065 (2023; Zbl 07707222) Full Text: DOI
Ferreira, Clécio S.; Borelli Zeller, Camila; de Oliveira Garcia, Rafael R. Heteroscedastic partially linear model under skew-normal distribution with application in ragweed pollen concentration. (English) Zbl 07706342 J. Appl. Stat. 50, No. 6, 1255-1282 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{C. S. Ferreira} et al., J. Appl. Stat. 50, No. 6, 1255--1282 (2023; Zbl 07706342) Full Text: DOI
Jiang, Tian Nonparametric regression with responses missing at random and the scale depending on auxiliary covariates. (English) Zbl 07704006 J. Nonparametric Stat. 35, No. 2, 302-322 (2023). MSC: 62Gxx 62G05 62E20 PDF BibTeX XML Cite \textit{T. Jiang}, J. Nonparametric Stat. 35, No. 2, 302--322 (2023; Zbl 07704006) Full Text: DOI
He, Daojiang; Shi, Huijun; Xu, Kai; Cao, Mingxiang A high-dimensional test for the \(k\)-sample Behrens-Fisher problem. (English) Zbl 07704003 J. Nonparametric Stat. 35, No. 2, 239-265 (2023). MSC: 62Gxx PDF BibTeX XML Cite \textit{D. He} et al., J. Nonparametric Stat. 35, No. 2, 239--265 (2023; Zbl 07704003) Full Text: DOI
Mondal, Anjana; Sattler, Paavo; Kumar, Somesh Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity. (English) Zbl 1520.62097 J. Multivariate Anal. 196, Article ID 105177, 21 p. (2023). MSC: 62J10 62H15 62F40 62E20 PDF BibTeX XML Cite \textit{A. Mondal} et al., J. Multivariate Anal. 196, Article ID 105177, 21 p. (2023; Zbl 1520.62097) Full Text: DOI
Chu, Ba A distance-based test of independence between two multivariate time series. (English) Zbl 1520.62107 J. Multivariate Anal. 195, Article ID 105151, 20 p. (2023). MSC: 62M10 62G09 62G10 62H15 62H20 PDF BibTeX XML Cite \textit{B. Chu}, J. Multivariate Anal. 195, Article ID 105151, 20 p. (2023; Zbl 1520.62107) Full Text: DOI
Horváth, Lajos; Kokoszka, Piotr; VanderDoes, Jeremy; Wang, Shixuan Inference in functional factor models with applications to yield curves. (English) Zbl 07730971 J. Time Ser. Anal. 43, No. 6, 872-894 (2022). MSC: 62Mxx 62F03 62F05 62F10 62F12 60F05 PDF BibTeX XML Cite \textit{L. Horváth} et al., J. Time Ser. Anal. 43, No. 6, 872--894 (2022; Zbl 07730971) Full Text: DOI
Fu, Luella; Gang, Bowen; James, Gareth M.; Sun, Wenguang Heteroscedasticity-adjusted ranking and thresholding for large-scale multiple testing. (English) Zbl 1507.62270 J. Am. Stat. Assoc. 117, No. 538, 1028-1040 (2022). MSC: 62J15 PDF BibTeX XML Cite \textit{L. Fu} et al., J. Am. Stat. Assoc. 117, No. 538, 1028--1040 (2022; Zbl 1507.62270) Full Text: DOI arXiv
Jochmans, Koen Heteroscedasticity-robust inference in linear regression models with many covariates. (English) Zbl 1507.62264 J. Am. Stat. Assoc. 117, No. 538, 887-896 (2022). MSC: 62J05 62J10 PDF BibTeX XML Cite \textit{K. Jochmans}, J. Am. Stat. Assoc. 117, No. 538, 887--896 (2022; Zbl 1507.62264) Full Text: DOI arXiv
Han, Yu; Zhang, Chunming Empirical likelihood inference in autoregressive models with time-varying variances. (English) Zbl 07660299 Stat. Theory Relat. Fields 6, No. 2, 129-138 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Han} and \textit{C. Zhang}, Stat. Theory Relat. Fields 6, No. 2, 129--138 (2022; Zbl 07660299) Full Text: DOI
Haliullin, S. G. On a statistical criterion for the heterogeneity of second-order moments. (English. Russian original) Zbl 07659036 Russ. Math. 66, No. 8, 76-78 (2022); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 2022, No. 8, 93-96 (2022). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{S. G. Haliullin}, Russ. Math. 66, No. 8, 76--78 (2022; Zbl 07659036); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 2022, No. 8, 93--96 (2022) Full Text: DOI
Wang, Wei-Ming; Wen, Chun-Che; Hung, Tsai-Hsiang; Zhong, Junjiang; Wen, Miin-Jye Single-stage sampling procedure for heteroscedasticity analysis of means. (English) Zbl 07644490 Braz. J. Probab. Stat. 36, No. 4, 704-724 (2022). MSC: 62-XX 90-XX PDF BibTeX XML Cite \textit{W.-M. Wang} et al., Braz. J. Probab. Stat. 36, No. 4, 704--724 (2022; Zbl 07644490) Full Text: DOI
Teles, Paulo; Chan, Wai Sum The use of aggregate time series for testing conditional heteroscedasticity. (English) Zbl 07634803 Statistics 56, No. 6, 1242-1269 (2022). MSC: 62M10 PDF BibTeX XML Cite \textit{P. Teles} and \textit{W. S. Chan}, Statistics 56, No. 6, 1242--1269 (2022; Zbl 07634803) Full Text: DOI
Berger, Yves G. Testing conditional moment restriction models using empirical likelihood. (English) Zbl 07626648 Econom. J. 25, No. 2, 384-403 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. G. Berger}, Econom. J. 25, No. 2, 384--403 (2022; Zbl 07626648) Full Text: DOI
Xiao, Juxia; Yu, Ping; Song, Xinyuan; Zhang, Zhongzhan Statistical inference in the partial functional linear expectile regression model. (English) Zbl 1503.62045 Sci. China, Math. 65, No. 12, 2601-2630 (2022). MSC: 62G08 62G10 62J05 62H25 62R10 62G20 PDF BibTeX XML Cite \textit{J. Xiao} et al., Sci. China, Math. 65, No. 12, 2601--2630 (2022; Zbl 1503.62045) Full Text: DOI
Liu, Xin; Yue, Rong-Xian; Chatterjee, Kashinath \(D\)-optimal designs for hierarchical linear models with heteroscedastic errors. (English) Zbl 07621111 Commun. Math. Stat. 10, No. 4, 669-679 (2022). MSC: 62K05 PDF BibTeX XML Cite \textit{X. Liu} et al., Commun. Math. Stat. 10, No. 4, 669--679 (2022; Zbl 07621111) Full Text: DOI
Wilcox, Rand R. ANCOVA: an approach based on a robust heteroscedastic measure of effect size. (English) Zbl 07610368 Sankhyā, Ser. B 84, No. 2, 831-845 (2022). MSC: 62G09 PDF BibTeX XML Cite \textit{R. R. Wilcox}, Sankhyā, Ser. B 84, No. 2, 831--845 (2022; Zbl 07610368) Full Text: DOI
Bastos, Fernando de Souza; Barreto-Souza, Wagner; Genton, Marc G. A generalized Heckman model with varying sample selection bias and dispersion parameters. (English) Zbl 07601222 Stat. Sin. 32, No. 4, 1911-1938 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{F. de S. Bastos} et al., Stat. Sin. 32, No. 4, 1911--1938 (2022; Zbl 07601222) Full Text: DOI arXiv
Mo, Weibin; Liu, Yufeng Efficient learning of optimal individualized treatment rules for heteroscedastic or misspecified treatment-free effect models. (English) Zbl 07593418 J. R. Stat. Soc., Ser. B, Stat. Methodol. 84, No. 2, 440-472 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{W. Mo} and \textit{Y. Liu}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 84, No. 2, 440--472 (2022; Zbl 07593418) Full Text: DOI arXiv
Li, Anqi; Sato, Takaki; Matsuda, Yasumasa Spatial analysis of subjective well-being in Japan. (English) Zbl 07574463 Jpn. J. Stat. Data Sci. 5, No. 1, 87-110 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Li} et al., Jpn. J. Stat. Data Sci. 5, No. 1, 87--110 (2022; Zbl 07574463) Full Text: DOI
Jin, Fei; Wang, Yuqin GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors. (English) Zbl 07568843 Econom. Rev. 41, No. 6, 652-674 (2022). MSC: 62P20 PDF BibTeX XML Cite \textit{F. Jin} and \textit{Y. Wang}, Econom. Rev. 41, No. 6, 652--674 (2022; Zbl 07568843) Full Text: DOI
Liu, Meichen; Pietrosanu, Matthew; Liu, Peng; Jiang, Bei; Zhou, Xingcai; Kong, Linglong [Alzheimer’s Disease Neuroimaging Initiative] Reproducing kernel-based functional linear expectile regression. (English. French summary) Zbl 1492.62080 Can. J. Stat. 50, No. 1, 241-266 (2022). MSC: 62G08 62R10 62H25 62P10 PDF BibTeX XML Cite \textit{M. Liu} et al., Can. J. Stat. 50, No. 1, 241--266 (2022; Zbl 1492.62080) Full Text: DOI
Lin, Hongmei; Tong, Tiejun; Wang, Yuedong; Xu, Wenchao; Zhang, Riquan Direct local linear estimation for Sharpe ratio function. (English. French summary) Zbl 1492.62079 Can. J. Stat. 50, No. 1, 36-58 (2022). MSC: 62G08 62G05 62E20 PDF BibTeX XML Cite \textit{H. Lin} et al., Can. J. Stat. 50, No. 1, 36--58 (2022; Zbl 1492.62079) Full Text: DOI
Lopes, Hedibert F.; McCulloch, Robert E.; Tsay, Ruey S. Parsimony inducing priors for large scale state-space models. (English) Zbl 07557277 J. Econom. 230, No. 1, 39-61 (2022). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{H. F. Lopes} et al., J. Econom. 230, No. 1, 39--61 (2022; Zbl 07557277) Full Text: DOI
Flores, Pablo; Ocaña, Jordi Pretesting strategies for homoscedasticity when comparing means. Their robustness facing non-normality. (English) Zbl 07553311 Commun. Stat., Simulation Comput. 51, No. 1, 280-292 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{P. Flores} and \textit{J. Ocaña}, Commun. Stat., Simulation Comput. 51, No. 1, 280--292 (2022; Zbl 07553311) Full Text: DOI
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
Sheikhi, Ayyub; Arad, Fereshteh; Mesiar, Radko A heteroscedasticity diagnostic of a regression analysis with copula dependent random variables. (English) Zbl 1503.62056 Braz. J. Probab. Stat. 36, No. 2, 408-419 (2022). MSC: 62J02 62H05 62H12 PDF BibTeX XML Cite \textit{A. Sheikhi} et al., Braz. J. Probab. Stat. 36, No. 2, 408--419 (2022; Zbl 1503.62056) Full Text: DOI
Wu, Ruiyang; Hao, Ning Quadratic discriminant analysis by projection. (English) Zbl 1493.62406 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 1493.62406) Full Text: DOI arXiv
Karafiátová, Iva; Pawlas, Zbyněk; Heller, Luděk Statistical assesment of stress redistribution in loaded polycrystals. (English) Zbl 1499.62458 Image Anal. Stereol. 41, No. 1, 25-39 (2022). MSC: 62P35 PDF BibTeX XML Cite \textit{I. Karafiátová} et al., Image Anal. Stereol. 41, No. 1, 25--39 (2022; Zbl 1499.62458) Full Text: DOI
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
Sun, Yixiao; Wang, Xuexin An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation. (English) Zbl 1490.62276 Econom. Rev. 41, No. 2, 177-206 (2022). MSC: 62M10 62F05 62P20 PDF BibTeX XML Cite \textit{Y. Sun} and \textit{X. Wang}, Econom. Rev. 41, No. 2, 177--206 (2022; Zbl 1490.62276) Full Text: DOI arXiv
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
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
Ding, Hui; Zhang, Riquan; Zhu, Hanbing New estimation for heteroscedastic single-index measurement error models. (English) Zbl 1493.62161 J. Nonparametric Stat. 34, No. 1, 95-112 (2022). MSC: 62G05 62G20 PDF BibTeX XML Cite \textit{H. Ding} et al., J. Nonparametric Stat. 34, No. 1, 95--112 (2022; Zbl 1493.62161) Full Text: DOI
Soale, Abdul-Nasah; Dong, Yuexiao On sufficient dimension reduction via principal asymmetric least squares. (English) Zbl 1496.62074 J. Nonparametric Stat. 34, No. 1, 77-94 (2022). MSC: 62G08 62H99 PDF BibTeX XML Cite \textit{A.-N. Soale} and \textit{Y. Dong}, J. Nonparametric Stat. 34, No. 1, 77--94 (2022; Zbl 1496.62074) Full Text: DOI arXiv
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)
Carnero, M. Angeles; Pérez, Ana Outliers and misleading leverage effect in asymmetric GARCH-type models. (English) Zbl 07676032 Stud. Nonlinear Dyn. Econom. 25, No. 1, Article ID 20180073, 19 p. (2021). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{M. A. Carnero} and \textit{A. Pérez}, Stud. Nonlinear Dyn. Econom. 25, No. 1, Article ID 20180073, 19 p. (2021; Zbl 07676032) Full Text: DOI
Böing-Messing, Florian; Mulder, Joris Bayes factors for testing order constraints on variances of dependent outcomes. (English) Zbl 07632851 Am. Stat. 75, No. 2, 152-161 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{F. Böing-Messing} and \textit{J. Mulder}, Am. Stat. 75, No. 2, 152--161 (2021; Zbl 07632851) Full Text: DOI
Majid, Abdul; Aslam, Muhammad; Altaf, Saima; Amanullah, Muhammad Addressing the distributed lag models with heteroscedastic errors. (English) Zbl 07553344 Commun. Stat., Simulation Comput. 50, No. 12, 4464-4482 (2021). MSC: 62J05 62J99 PDF BibTeX XML Cite \textit{A. Majid} et al., Commun. Stat., Simulation Comput. 50, No. 12, 4464--4482 (2021; Zbl 07553344) Full Text: DOI
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 1497.62176 Commun. Stat., Simulation Comput. 50, No. 11, 3146-3165 (2021). MSC: 62J05 62J07 62G08 PDF BibTeX XML Cite \textit{Y.-J. Wu} et al., Commun. Stat., Simulation Comput. 50, No. 11, 3146--3165 (2021; Zbl 1497.62176) Full Text: DOI
Zhang, Jun; Gai, Yujie; Lin, Bingqing Detection of marginal heteroscedasticity for partial linear single-index models. (English) Zbl 1489.62136 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 1489.62136) Full Text: DOI
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: Link
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
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 1499.62239 Hacet. J. Math. Stat. 50, No. 6, 1756-1772 (2021). MSC: 62J05 62F03 62F40 62-08 65C05 PDF BibTeX XML Cite \textit{M. Yazici} et al., Hacet. J. Math. Stat. 50, No. 6, 1756--1772 (2021; Zbl 1499.62239) Full Text: DOI
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
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
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
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
Altun, Emrah The Lomax regression model with residual analysis: an application to insurance data. (English) Zbl 1521.62242 J. Appl. Stat. 48, No. 13-15, 2515-2524 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{E. Altun}, J. Appl. Stat. 48, No. 13--15, 2515--2524 (2021; Zbl 1521.62242) Full Text: DOI
Berenguer-Rico, Vanessa; Wilms, Ines Heteroscedasticity testing after outlier removal. (English) Zbl 1490.62172 Econom. Rev. 40, No. 1, 51-85 (2021). MSC: 62J05 62F35 62M10 62P20 PDF BibTeX XML Cite \textit{V. Berenguer-Rico} and \textit{I. Wilms}, Econom. Rev. 40, No. 1, 51--85 (2021; Zbl 1490.62172) Full Text: DOI Link
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
Schmidt, Sara K.; Wornowizki, Max; Fried, Roland; Dehling, Herold An asymptotic test for constancy of the variance under short-range dependence. (English) Zbl 1486.62244 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 1486.62244) Full Text: DOI arXiv
Girard, Stéphane; Stupfler, Gilles; Usseglio-Carleve, Antoine Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models. (English) Zbl 1486.62141 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 1486.62141) Full Text: DOI
Peng, Cuixin; Zhao, Zhiwen Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model. (English) Zbl 1504.62132 J. Inequal. Appl. 2021, Paper No. 56, 16 p. (2021). MSC: 62M10 62G05 62G20 62G15 PDF BibTeX XML Cite \textit{C. Peng} and \textit{Z. Zhao}, J. Inequal. Appl. 2021, Paper No. 56, 16 p. (2021; Zbl 1504.62132) Full Text: DOI
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
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
Silva, Adilson; Fonseca, Miguel Heteroscedastic additive models: estimating the fixed effects and covariance matrix parameters. (English) Zbl 1488.62107 Hacet. J. Math. Stat. 50, No. 2, 579-593 (2021). MSC: 62J05 62J10 PDF BibTeX XML Cite \textit{A. Silva} and \textit{M. Fonseca}, Hacet. J. Math. Stat. 50, No. 2, 579--593 (2021; Zbl 1488.62107) Full Text: DOI
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
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
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
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
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: arXiv
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
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
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
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
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
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
Hemerik, Jesse; Goeman, Jelle J.; Finos, Livio Robust testing in generalized linear models by sign flipping score contributions. (English) Zbl 07554776 J. R. Stat. Soc., Ser. B, Stat. Methodol. 82, No. 3, 841-864 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{J. Hemerik} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 82, No. 3, 841--864 (2020; Zbl 07554776) Full Text: DOI arXiv
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
Zhao, Shangwei; Ma, Yanyuan; Wan, Alan T. K.; Zhang, Xinyu; Wang, Shouyang Model averaging in a multiplicative heteroscedastic model. (English) Zbl 1490.62187 Econom. Rev. 39, No. 10, 1100-1124 (2020). MSC: 62J05 62F12 62P20 PDF BibTeX XML Cite \textit{S. Zhao} et al., Econom. Rev. 39, No. 10, 1100--1124 (2020; Zbl 1490.62187) Full Text: DOI
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
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
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
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
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 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
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 arXiv