HETEROSCEDASTICITY

作品数：41被引量：30H指数：3
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相关领域：理学更多>>
相关作者：项乔君张宏新史国刚郭建华更多>>
相关机构：东南大学更多>>
相关期刊：《Acta Mathematicae Applicatae Sinica》《Journal of Modern Accounting and Auditing》《Acta Mathematica Scientia》《Open Journal of Statistics》更多>>
相关基金：国家自然科学基金广东省自然科学基金安徽省自然科学基金上海市青年科技启明星计划更多>>
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Statistical inference in the partial functional linear expectile regression model被引量：1
《Science China Mathematics》2022年第12期2601-2630,共30页Juxia Xiao Ping Yu Xinyuan Song Zhongzhan Zhang 
supported by National Natural Science Foundation of China(Grant No.11771032);Natural Science Foundation of Shanxi Province of China(Grant No.201901D111279);the Research Grant Council of the Hong Kong Special Administration Region(Grant Nos.14301918 and 14302519);。
As extensions of means, expectiles embrace all the distribution information of a random variable.The expectile regression is computationally friendlier because the asymmetric least square loss function is differentiab...
关键词：expectile regression functional principal component analysis Wald-type test expectile rank score test HETEROSCEDASTICITY 
D-Optimal Designs for Hierarchical Linear Models with Heteroscedastic Errors被引量：1
《Communications in Mathematics and Statistics》2022年第4期669-679,共11页Xin Liu Rong-Xian Yue Kashinath Chatterjee 
supported by NSFC Grant(11871143,11971318);the Fundamental Research Funds for the Central Universities;Shanghai Rising-Star Program(No.20QA1407500).
This paper investigates the optimal design problem for the prediction of the individual parameters in hierarchical linear models with heteroscedastic errors.An equivalence theorem is established to characterize D-opti...
关键词：D-optimal design HETEROSCEDASTICITY Mean squared error matrix Mixed-effect model Equivalence theorem ADMISSIBILITY 
Distance-covariance-based tests for heteroscedasticity in nonlinear regressions被引量：2
《Science China Mathematics》2021年第10期2327-2356,共30页Kai Xu Mingxiang Cao 
National Natural Science Foundation of China(Grant Nos.11901006 and 11601008);Natural Science Foundation of Anhui Province(Grant No.1908085QA06)。
In this paper,we propose a new numerical scheme for the coupled Stokes-Darcy model with the Beavers-Joseph-Saffman interface condition.We use the weak Galerkin method to discretize the Stokes equation and the mixed fi...
关键词：BOOTSTRAP distance covariance heteroscedasticity testing nonlinear regression test of independence 
A note on statistical analysis of factor models of high dimension
《Science China Mathematics》2021年第8期1905-1916,共12页Zhigen Gao Jianhua Guo Yanyuan Ma 
supported by National Natural Science Foundation of China(Grant Nos.11631003,11690012 and 11571068);the Fundamental Research Funds for the Central Universities(Grant No.2412019FZ030);Jilin Provincial Science and Technology Development Plan Funded Project(Grant No.20180520026JH);the National Institute of Health。
Linear factor models are familiar tools used in many fields.Several pioneering literatures established foundational theoretical results of the quasi-maximum likelihood estimator for high-dimensional linear factor mode...
关键词：bounded in probability HETEROSCEDASTICITY high-dimensional linear factor model 
Empirical Likelihood Based Diagnostics for Heteroscedasticity in Semiparametric Varying-Coefficient Partially Linear Models with Missing Responses被引量：2
《Journal of Systems Science & Complexity》2021年第3期1175-1188,共14页LIU Feng GAO Weiqing HE Jing FU Xinwei KANG Xinmei 
supported by the National Natural Science Foundation of China under Grant Nos. 11471060 and 11871124;the Key Project of Statistical Science of China under Grant No. 2017LZ27。
This paper proposes an empirical likelihood based diagnostic technique for heteroscedasticity for semiparametric varying-coefficient partially linear models with missing responses. Firstly, the authors complement the ...
关键词：Empirical likelihood ratio HETEROSCEDASTICITY response missing with MAR semiparametric varying-coefficient partially linear models 
Pairwise distance-based heteroscedasticity test for regressions被引量：3
《Science China Mathematics》2020年第12期2553-2572,共20页Xu Guo Xuejun Jiang Shumei Zhang Lixing Zhu 
supported by Shenzhen Sci-Tech Fund(Grant No.JCYJ 20170307110329106);the Natural Science Foundation of Guangdong Province of China(Grant No.2016A030313856);National Natural Science Foundation of China(Grant Nos.11701034,11601227,11871263 and 11671042);the University Grants Council of Hong Kong。
In this study,we propose nonparametric testing for heteroscedasticity in nonlinear regression models based on pairwise distances between points in a sample.The test statistic can be formulated such that Ustatistic the...
关键词：dimensionality heteroscedasticity testing pairwise distance U-statistic theory 
A Constrained Interval-Valued Linear Regression Model:A New Heteroscedasticity Estimation Method被引量：1
《Journal of Systems Science & Complexity》2020年第6期2048-2066,共19页ZHONG Yu ZHANG Zhongzhan LI Shoumei 
the National Nature Science Foundation of China under Grant Nos.11571024and 11771032;the Humanities and Social Science Foundation of Ministry of Education of China under Grant No.20YJCZH245。
Linear regression models for interval-valued data have been widely studied.Most literatures are to split an interval into two real numbers,i.e.,the left-and right-endpoints or the center and radius of this interval,an...
关键词：Conditional maximum likelihood estimation interval-valued data order constraint truncated normal distribution weighted least squares estimation 
Effects of Multicollinearity on Type I Error of Some Methods of Detecting Heteroscedasticity in Linear Regression Model
《Open Journal of Statistics》2020年第4期664-677,共14页Olusegun Olatayo Alabi Kayode Ayinde Omowumi Esther Babalola Hamidu Abimbola Bello Edward Charles Okon 
Heteroscedasticity and multicollinearity are serious problems when they exist in econometrics data. These problems exist as a result of violating the assumptions of equal variance between the error terms and that of i...
关键词：Regression Model Heteroscedasticity Methods Heteroscedasticity Structures MULTICOLLINEARITY Monte Carlo Study Significance Levels Type I Error Rates 
Investigating Performances of Some Statistical Tests for Heteroscedasticity Assumption in Generalized Linear Model: A Monte Carlo Simulations Study
《Open Journal of Statistics》2020年第3期453-493,共41页Oluwafemi Clement Onifade Samuel Olayemi Olanrewaju 
In a linear regression model, testing for uniformity of the variance of the residuals is a significant integral part of statistical analysis. This is a crucial assumption that requires statistical confirmation via the...
关键词：Homoscedasticity HETEROSCEDASTICITY Generalized Linear Model Monte Carlo 
Autoregressive Fractionally Integrated Moving Average-Generalized Autoregressive Conditional Heteroskedasticity Model with Level Shift Intervention被引量：1
《Open Journal of Statistics》2020年第2期341-362,共22页Lawrence Dhliwayo Florance Matarise Charles Chimedza 
In this paper, we introduce the class of autoregressive fractionally integrated moving average-generalized autoregressive conditional heteroskedasticity?(ARFIMA-GARCH) models with level shift type intervention that ar...
关键词：Fractional Differencing LONG-MEMORY HETEROSCEDASTICITY VOLATILITY Level SHIFT 
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