Testing heteroskedasticity in trace regression with low-rank matrix parameter
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DOI: 10.1080/03610926.2025.2472791
Abstract: Abstract. Heteroskedasticity testing is crucial in regression analysis, yet research on heteroskedasticity tests for matrix data remains limited. This article introduces a novel approach for testing heteroskedasticity in trace regression, using the nuclear norm penalty… read more here.
Keywords: heteroskedasticity; regression; trace regression; testing heteroskedasticity ... See more keywords