Conditional variance function checking in heteroscedastic regression models.
| Year of publication: |
2011-07-22
|
|---|---|
| Authors: | Samarakoon, Nishantha Anura |
| Publisher: |
Kansas State University |
| Subject: | Heteroscedasticity | Kernel estimator | Lack-of-fit test | Variance function | Consistency and local power | Statistics |
| Type of publication: | Book / Working Paper |
|---|---|
| Type of publication (narrower categories): | Thesis |
| Language: | English |
| Source: | BASE |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009464098