Pairwise distance-based heteroscedasticity test for regressions
Xu Guo, Xuejun Jiang, Shumei Zhang, Lixing Zhu
Topics & Concepts
HeteroscedasticityMathematicsTest statisticPairwise comparisonStatisticsNonparametric statisticsNull distributionAsymptotic distributionNull hypothesisStatistical hypothesis testingCurse of dimensionalityStatisticEconometricsEstimatorStatistical Methods and InferenceAdvanced Statistical Methods and ModelsStatistical Methods and Bayesian Inference