Heteroscedasticity detection and estimation with quantile difference method
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Publication:328092
DOI10.1007/s11424-015-3161-xzbMath1348.62149OpenAlexW1954674474MaRDI QIDQ328092
Wei Xiong, Wentao Xia, Mao-Zai Tian
Publication date: 20 October 2016
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-015-3161-x
heteroscedastic function estimationheteroscedasticity testingmean regression functionquantile difference
Cites Work
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