. . . . . . . . . . . . . 145
6.3.1 Iterative Estimation of Conditional Mean and Variance . . . . . . 146
6.3.2 The Test Statistic … Estimation Procedure . . . . . . . . . . . . . . 158
6.4.2 Monte-Carlo Estimates of Level and Power . . . . . . . . . . . . . 165 … function is not readily available in
this setting. We suggest a nonparametric estimate obtained via an iterative estimation …