Testing heteroscedasticity by wavelets in a nonparametric regression model

DOI10.1007/s11425-006-2016-2zbMath1105.62043OpenAlexW1576271096MaRDI QIDQ867776

Wai-Cheung Ip, Heung Wong, Yu'an Li

Publication date: 16 February 2007

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-006-2016-2

zbMATH Keywords

waveletsheteroscedasticityregression modelsignificance test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Numerical methods for wavelets (65T60)

Cites Work

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