Empirical likelihood based diagnostics for heteroscedasticity in partial linear models

Computational Statistics and Data Analysis

Volumn 53, Issue 9, 2009, Pages 3466-3477

  Wong, Heung ^a   Liu, Feng ^b   Chen, Min ^c   Ip, Wai Cheung ^a  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^b CHONGQING UNIVERSITY OF TECHNOLOGY   (China)

^c CHINESE ACADEMY OF SCIENCES   (China)

Author keywords

[No Author keywords available]

Indexed keywords

BOOTSTRAP SIMULATIONS; CHI-SQUARE DISTRIBUTIONS; DIAGNOSTIC TECHNIQUES; EMPIRICAL LIKELIHOODS; FINITE SAMPLE PERFORMANCE; HETEROSCEDASTICITY; NON-PARAMETRIC; PARTIAL LINEAR MODELS; SIMULATION RESULTS; SMALL SAMPLE SIZES;

MAXIMUM LIKELIHOOD ESTIMATION;

MODEL CHECKING;

EID: 64749103287     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2009.02.029     Document Type: Article

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