A model specification test for the variance function in nonparametric regression

DOI10.1007/s10182-018-00336-yzbMath1427.62031arXiv1807.08702OpenAlexW2883100579WikidataQ129463613 ScholiaQ129463613MaRDI QIDQ2324330

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

Publication date: 11 September 2019

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.08702

zbMATH Keywords

characteristic functionnonparametric regressionregression residualsconditional variance models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)

Related Items

Testing the equality of a large number of populations, Testing the parametric form of the conditional variance in regressions based on distance covariance, Unnamed Item, Evaluating the adequacy of variance function using pairwise distances

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