Detecting Heteroscedasticity in Non-Parametric Regression Using Weighted Empirical Processes

DOI10.1111/rssb.12282zbMath1407.62130arXiv1610.09139OpenAlexW2964041627WikidataQ129557475 ScholiaQ129557475MaRDI QIDQ4628021

Ursula U. Müller, Justin Chown

Publication date: 6 March 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.09139

zbMATH Keywords

weighted empirical processlocal polynomial smoothertransfer principlemissingness at randomheteroscedastic nonparametric regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Measures of association (correlation, canonical correlation, etc.) (62H20)

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