Tests for the equality of conditional variance functions in nonparametric regression

DOI10.1214/15-EJS1058zbMath1327.62294MaRDI QIDQ887246

Anouar El Ghouch, Juan Carlos Pardo-Fernández, M. Dolores Jiménez-Gamero

Publication date: 28 October 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1440680328

zbMATH Keywords

bootstrapasymptoticskernel smoothingempirical characteristic functionlocal alternativesempirical distribution functionregression residualscomparison of curves

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items (6)

Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations ⋮ Computationally efficient approximations for independence tests in non-parametric regression ⋮ A two-sample test for the error distribution in nonparametric regression based on the characteristic function ⋮ Testing for superiority between two variance functions ⋮ Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing ⋮ A model specification test for the variance function in nonparametric regression

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