On a semiparametric variance function model and a test for heteroscedasticity

DOI10.1214/aos/1176324630zbMath0841.62033OpenAlexW1987637723WikidataQ59758264 ScholiaQ59758264MaRDI QIDQ1906194

Peng-Liang Zhao, Hans-Georg Müller

Publication date: 18 March 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176324630

zbMATH Keywords

rate of convergencekernel estimatesnonparametric regressionsimultaneous estimationsmoothing transformationconstant coefficient of variation modeldata-based test for heteroscedasticityexponential variance modelfixed design regressiongeneral semiparametric variance function modelleast-squares-type estimatespolynomial variance modelpower of the mean model

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Parametric hypothesis testing (62F03) Generalized linear models (logistic models) (62J12)

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