5 citations · 12 across the 6 of their papers we have counts for
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stat.ME2015★ 1 cited
Heteroscedasticity Testing for Regression Models: A Dimension Reduction-based Model Adaptive
Xuehu Zhu, Fei Chen, Xu Guo +1
Heteroscedasticity testing is of importance in regression analysis. Existing local smoothing tests suffer severely from curse of dimensionality even when the number of covariates i…
stat.ME2015
A robust adaptive-to-model enhancement test for parametric single-index models
Cuizhen Niu, Lixing Zhu
In the research on checking whether the underlying model is of parametric single-index structure with outliers in observations, the purpose of this paper is two-fold. First, a test…
stat.ME2015★ 2 cited
Enhancements of nonparametric generalized likelihood ratio test: Bias-correction and dimension reduction
Cuizhen Niu, Xu Guo, Lixing Zhu
Nonparametric generalized likelihood ratio test is popularly used for model checking for regressions. However, there are two issues that may be the barriers for its powerfulness. F…