Nonparametric Tests for the Effect of a Treatment on the Conditional Variance

DOI10.14490/jjss.47.107zbMath1395.62099OpenAlexW2514613834MaRDI QIDQ4578219

Yanchun Jin

Publication date: 8 August 2018

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14490/jjss.47.107

zbMATH Keywords

conditional variancetreatment effectseries estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10)

Cites Work

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• A Lyapunov-type Bound in R^d

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