Empirical smoothing lack-of-fit tests for variance function
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Publication:413362
DOI10.1016/j.jspi.2011.11.022zbMath1300.62031OpenAlexW2016868879MaRDI QIDQ413362
Nithansha Samarakoon, Wei-xing Song
Publication date: 4 May 2012
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2011.11.022
Related Items (5)
Pairwise distance-based heteroscedasticity test for regressions ⋮ Kernel-based testing with skewed and heavy-tailed data: evidence from a nonparametric test for heteroskedasticity ⋮ Testing the parametric form of the conditional variance in regressions based on distance covariance ⋮ A model specification test for the variance function in nonparametric regression ⋮ Evaluating the adequacy of variance function using pairwise distances
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