Testing for a constant coefficient of variation in nonparametric regression

DOI10.1080/15598608.2009.10411949zbMath1211.62064arXiv0809.4937OpenAlexW1988747389MaRDI QIDQ2431725

Gabriele Wieczorek, Dette, Holger

Publication date: 18 April 2011

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0809.4937

zbMATH Keywords

stationary processesgeneralized nonparametric regression modelsmultiplicative error structure

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (4)

Testing for a constant coefficient of variation in nonparametric regression by empirical processes ⋮ Exploring the constant coefficient of a single-index variation ⋮ Comments on: ``An updated review of goodness-of-fit tests for regression models ⋮ Convergence rates for kernel regression in infinite-dimensional spaces

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