A model specification test for the variance function in nonparametric regression-Reference-Cited by-同舟云学术

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A model specification test for the variance function in nonparametric regression

Published:2018-07-27 Issue:3 Volume:103 Page:387-410
ISSN:1863-8171
Container-title:AStA Advances in Statistical Analysis
language:en
Short-container-title:AStA Adv Stat Anal

Author:

Pardo-Fernández Juan Carlos,Jiménez-Gamero M. Dolores

Funder

Ministerio de Economía y Competitividad

Ministerio de Economía, Industria y Competitividad

Banco Santader and Universidad Complutense de Madrid

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Modeling and Simulation,Statistics and Probability,Analysis

Link

http://link.springer.com/content/pdf/10.1007/s10182-018-00336-y.pdf

Reference25 articles.

1. Alba-Fernández, V., Jiménez-Gamero, M.D., Muñoz-García, J.: A test for the two-sample problem based on empirical characteristic functions. Comput. Stat. Data Anal. 52, 3730–3748 (2008)

2. Bradley, R.C.: Basic properties of strong mixing conditions. A survey and some open questions. Probab. Surv. 2, 107–144 (2005)

3. Dette, H., Hetzler, B.: A simple test for the parametric form of the variance function in nonparametric regression. Ann. Inst. Statist. Math. 61, 861–886 (2009a)

4. Dette, H., Hetzler, B.: Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing. Math. Methods Statist. 18, 97–116 (2009b)

5. Dette, H., Marchlewski, M.: A robust test for homoscedasticity in nonparametric regression. J. Nonparametr. Stat. 22, 723–736 (2010)

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