Minimum distance conditional variance function checking in heteroscedastic regression models (Q631625)
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English | Minimum distance conditional variance function checking in heteroscedastic regression models |
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Minimum distance conditional variance function checking in heteroscedastic regression models (English)
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14 March 2011
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kernel estimator
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lack-of-fit test
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heteroscedasticity
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variance function
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\(L_{2}\) distance
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