A test for the parametric form of the variance function in a partial linear regression model

DOI10.1016/j.jspi.2007.11.007zbMath1140.62029OpenAlexW2017886027MaRDI QIDQ935431

Mareen Marchlewski, Dette, Holger

Publication date: 6 August 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2003/24711

zbMATH Keywords

model checktest for variance function

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05)

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