A simple test for the parametric form of the variance function in nonparametric regression
| Year of publication: |
2009
|
|---|---|
| Authors: | Dette, Holger ; Hetzler, Benjamin |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 61.2009, 4, p. 861-886
|
| Publisher: |
Springer |
| Subject: | Homoscedasticity | Nonparametric regression | Pseudo residuals | Empirical process | Goodness-of-fit testing | Bootstrap |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008467098