On a semiparametric variance function model and a test for heteroscedasticity
type: Item
instance of: scholarly article
title: On a semiparametric variance function model and a test for heteroscedasticity
zbMATH Open document ID: 0841.62033
author: Peng-Liang Zhao
author: Hans-Georg Müller
published in: The Annals of Statistics
publication date: 1996-03-18T00:00:00Z
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62J12
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 843000
zbMATH Keywords: least-squares-type estimates
zbMATH Keywords: constant coefficient of variation model
zbMATH Keywords: exponential variance model
zbMATH Keywords: nonparametric regression
zbMATH Keywords: polynomial variance model
zbMATH Keywords: power of the mean model
zbMATH Keywords: rate of convergence
zbMATH Keywords: smoothing transformation
zbMATH Keywords: general semiparametric variance function model
zbMATH Keywords: fixed design regression
zbMATH Keywords: simultaneous estimation
zbMATH Keywords: kernel estimates
zbMATH Keywords: data-based test for heteroscedasticity
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176324630
OpenAlex ID: W1987637723
Wikidata QID: Q59758264
DOI: 10.1214/AOS/1176324630
description: scientific article; zbMATH DE number 843000