new test for the parametric form of the variance function in nonparametric regression
Year of publication: |
2005
|
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Authors: | Dette, Holger ; van Keilegom, Ingrid |
Publisher: |
Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen |
Subject: | Regression | Nichtparametrisches Verfahren | Statistischer Test | Theorie | Bootstrap ; Kernel estimation ; Nonparametric regression ; Residual distribution ; Testing heteroscedasticity ; Testing homoscedasticity |
Series: | Technical Report ; 2005,32 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 504201956 [GVK] hdl:10419/22622 [Handle] RePEc:zbw:sfb475:200532 [RePEc] |
Source: |
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