A simple test for the parametric form of the variance function in nonparametric regression

Annals of the Institute of Statistical Mathematics

Volumn 61, Issue 4, 2009, Pages 861-886

  Dette, Holger ^a   Hetzler, Benjamin ^a  

^a RUHR UNIVERSITY BOCHUM   (Germany)

Author keywords

Bootstrap; Empirical process; Goodness of fit testing; Homoscedasticity; Nonparametric regression; Pseudo residuals

Indexed keywords

BOOTSTRAP; EMPIRICAL PROCESS; GOODNESS-OF-FIT TESTING; HOMOSCEDASTICITY; NONPARAMETRIC REGRESSION; PSEUDO RESIDUALS;

PHOTOMASKS; SIMULATORS; TESTING;

REGRESSION ANALYSIS;

EID: 70449528784     PISSN: 00203157     EISSN: 15729052     Source Type: Journal    
DOI: 10.1007/s10463-008-0169-1     Document Type: Article

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