Empirical smoothing lack-of-fit tests for variance function (Q413362)
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scientific article; zbMATH DE number 6030990
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical smoothing lack-of-fit tests for variance function |
scientific article; zbMATH DE number 6030990 |
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Empirical smoothing lack-of-fit tests for variance function (English)
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4 May 2012
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lack-of-fit test
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empirical \(L_2\)-distance
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consistency and local power
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0.9177035
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0.9092983
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0.8792303
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0.8648388
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0.85984635
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