A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method (Q3143490)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method
scientific article

    Statements

    A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method (English)
    0 references
    0 references
    0 references
    0 references
    30 November 2012
    0 references
    0 references
    0 references
    0 references
    0 references
    heteroscedasticity test
    0 references
    nonlinear semiparametric regression model
    0 references
    asymptotic normality
    0 references
    power simulation
    0 references
    0 references
    0 references
    0 references