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Article
Heteroscedasticity Detection and Estimation with Quantile Difference Method
When dealing with regression analysis, heteroscedasticity is a problem that the authors have to face with. Especially if little information can be got in advance, detection of heteroscedasticity as well as est...
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Article
Lack-of-fit tests based on weighted ratio of residuals and variances
This article proposes a new lack-of-test based on the weighted ratio of residuals and variances for partially linear regression models. The large and small sampling properties of the proposed test are establis...