A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test

Zhidong Bai, Guangming Pan, Yanqing Yin

Type: Article

Publication Date: 2017-12-23

Citations: 4

DOI: https://doi.org/10.1007/s11749-017-0575-x

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+ PDF Chat	Model-free tests for series correlation in multivariate linear regression	2019	Yanqing Yin
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Works Cited by This (22)

Action	Title	Year	Authors
+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein
+	A New Test for Heteroskedasticity	1969	H. Glejser
+	Invariance principles for homogeneous sums of free random variables	2014	Aurélien Deya Ivan Nourdin
+ PDF Chat	Estimating the Variance In Nonparametric Regression—What is a Reasonable Choice?	1998	Holger Dette Axel Munk Thorsten Wagner
+	Instabilities of Regression Estimates Relating Air Pollution to Mortality	1973	Gary C. McDonald Richard C. Schwing
+	A Gaussian Approximation to the Distribution of a Definite Quadratic Form	1972	D. R. Jensen Herbert Solomon
+ PDF Chat	Asymptotic Distribution of Quadratic Forms	1999	Friedrich Götze А. Н. Тихомиров
+	Some optimal multivariate tests	1971	S. John
+ PDF Chat	A central limit theorem for generalized quadratic forms	1987	Peter de Jong
+ PDF Chat	Diagnostics for heteroscedasticity in regression	1983	R. Dennis Cook Sanford Weisberg