Minimum distance conditional variance function checking in heteroscedastic regression models
type: Item
instance of: scholarly article
title: Minimum distance conditional variance function checking in heteroscedastic regression models
zbMATH Open document ID: 1207.62090
published in: Journal of Multivariate Analysis
publication date: 2011-03-14T00:00:00Z
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 62F05
zbMATH DE Number: 5865457
zbMATH Keywords: kernel estimator
zbMATH Keywords: lack-of-fit test
zbMATH Keywords: heteroscedasticity
zbMATH Keywords: variance function
zbMATH Keywords: \(L_{2}\) distance
author: Nithansha Samarakoon
author: Weixing Song
MaRDI profile type: Publication
full work available at URL: j.jmva.2010.11.003
OpenAlex ID: W1998808865
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DOI: 10.1016/J.JMVA.2010.11.003
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description: scientific article; zbMATH DE number 5865457