Minimum distance conditional variance function checking in heteroscedastic regression models

DOI10.1016/j.jmva.2010.11.003zbMath1207.62090OpenAlexW1998808865MaRDI QIDQ631625

Nithansha Samarakoon, Wei-xing Song

Publication date: 14 March 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.11.003

zbMATH Keywords

heteroscedasticityvariance functionkernel estimatorlack-of-fit test\(L_{2}\) distance

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic properties of parametric tests (62F05)

Related Items

Pairwise distance-based heteroscedasticity test for regressions, An updated review of goodness-of-fit tests for regression models, A minimum projected-distance test for parametric single-index Berkson models, Testing the parametric form of the conditional variance in regressions based on distance covariance, Empirical smoothing lack-of-fit tests for variance function, A model specification test for the variance function in nonparametric regression, Evaluating the adequacy of variance function using pairwise distances

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