Dette, Holger; Neumeyer, Natalie; Keilegom, Ingrid Van - In: Journal of the Royal Statistical Society Series B 69 (2007) 5, pp. 903-917
In the common non-parametric regression model the problem of testing for the parametric form of the conditional variance is considered. A stochastic process based on the difference between the empirical processes that are obtained from the standardized non-parametric residuals under the null...