Minimum distance conditional variance function checking in heteroscedastic regression models

Journal of Multivariate Analysis

Volumn 102, Issue 3, 2011, Pages 579-600

  Samarakoon, Nishantha ^a   Song, Weixing ^a  

^a KANSAS STATE UNIVERSITY   (United States)

Author keywords

Heteroscedasticity; Kernel estimator; L2 distance; Lack of fit test; Primary; Secondary; Variance function

Indexed keywords

EID: 78651234216     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2010.11.003     Document Type: Article

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