Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form

DOI10.1016/J.CSDA.2009.10.001zbMATH Open1284.62128OpenAlexW2047931364MaRDI QIDQ2445708FDOQ2445708

Abderrahim Taamouti, Jean-Marie Dufour

Publication date: 14 April 2014

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2009.10.001

zbMATH Keywords

heteroskedasticitydistribution-freeprojectionnonlinear modelpower envelopeadaptive methodexact inferencesign testpoint-optimal testsplit-sample

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Cites Work

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• Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form
• Most mean powerful test of a composite null against a composite alternative
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Cited In (3)

• A nonparametric measure of heteroskedasticity
• Finite-sample exact tests for linear regressions with bounded dependent variables
• Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form

Uses Software

• AS 155

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