Score test for homogeneity of variances in longitudinal time series via wavelets
DOI10.1080/03610920903009384zbMATH Open1318.62146OpenAlexW2116874902MaRDI QIDQ3585308FDOQ3585308
Authors: Nalini Mahalingam, Alwell J. Oyet 
Publication date: 19 August 2010
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920903009384
Recommendations
score testDaubechies waveletmultiresolution analysisdiscrete wavelet transformationwavelet regressionlongitudinal time series
Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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- Miscellanea. Score tests for heteroscedasticity in wavelet regression
- Wavelet Methods for Curve Estimation
- Robust designs for wavelet approximations of regression models
- Testing variances in wavelet regression models
- Minimax A- and D-optimal integer-valued wavelet designs for estimation
- On asymptotically optimal tests of composite hypotheses
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