Two tests for heteroscedasticity in nonparametric regression
| Year of publication: |
2009
|
|---|---|
| Authors: | Francisco-Fernández, Mario ; Vilar-Fernández, Juan |
| Published in: |
Computational Statistics. - Springer. - Vol. 24.2009, 1, p. 145-163
|
| Publisher: |
Springer |
| Subject: | Homoscedasticity | Local polynomial estimator | Volatility function |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005613215