Checking Heteroscedasticity in Partially Linear Single-Index Models Using Pairwise Distance
In this article, a new test is proposed for partially linear single-index models (PLSIM) based on the pairwise distances of the sample points, to test heteroscedasticity. The statistic can be formulated as a U statistic and does not have to estimate the conditional variance function by using nonpara...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2020-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/8976093/ |