A new test for the parametric form of the variance function in non-parametric regression

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 69, Issue 5, 2007, Pages 903-917

  Dette, Holger ^a   Neumeyer, Natalie ^b   Van Keilegom, Ingrid ^c  

^a RUHR UNIVERSITY BOCHUM   (Germany)

^b UNIVERSITY OF HAMBURG   (Germany)

^c UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

Bootstrap; Kernel estimation; Non parametric regression; Residual distribution; Testing heteroscedasticity; Testing homoscedasticity

Indexed keywords

EID: 35648990428     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/j.1467-9868.2007.00616.x     Document Type: Article

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