Minimum distance conditional variance function checking in heteroscedastic regression models (Q631625)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5865457
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Minimum distance conditional variance function checking in heteroscedastic regression models |
scientific article; zbMATH DE number 5865457 |
Statements
Minimum distance conditional variance function checking in heteroscedastic regression models (English)
0 references
14 March 2011
0 references
kernel estimator
0 references
lack-of-fit test
0 references
heteroscedasticity
0 references
variance function
0 references
\(L_{2}\) distance
0 references
0 references
0 references
0 references
0 references
0 references
0.8869405
0 references
0.8862575
0 references
0 references
0.8710455
0 references
0.8695724
0 references
0.8691519
0 references
