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Testing lack of fit of regression models under heteroscedasticity
Chin-Shang Li
Research output
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Contribution to journal
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Article
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peer-review
5
Scopus citations
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Dive into the research topics of 'Testing lack of fit of regression models under heteroscedasticity'. Together they form a unique fingerprint.
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Mathematics
Lack of Fit
100%
Heteroscedasticity
84%
Regression Model
56%
Testing
48%
Heteroscedastic Regression
32%
Optimal Bandwidth
31%
Bandwidth Selection
29%
Nonlinear Regression Model
28%
Data-driven
26%
Asymptotically Optimal
24%
Generalized Linear Model
24%
Limiting Distribution
22%
Null hypothesis
21%
Null
20%
Gaussian distribution
19%
kernel
15%
Alternatives
14%
Model
7%
Business & Economics
Heteroscedasticity
82%
Testing
57%
Regression Model
56%
Bandwidth
52%
Nonlinear Regression
30%
Generalized Linear Model
30%
Kernel
27%
Parametric Model
27%
Normal Distribution
24%
Alternatives
10%