A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method (Q3143490)
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scientific article; zbMATH DE number 6111633
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| English | A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method |
scientific article; zbMATH DE number 6111633 |
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A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method (English)
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30 November 2012
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heteroscedasticity test
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nonlinear semiparametric regression model
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asymptotic normality
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power simulation
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0.96747106
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0.90143734
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0.8931837
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0.8901323
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0.88735026
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0.8825809
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