A Lack-of-Fit Test for Heteroscedastic Regression Models via Cosine-Series Smoothers

DOI10.1111/1467-842X.00299zbMath1064.62055OpenAlexW2034522783MaRDI QIDQ4665431

Chin-Shang Li

Publication date: 11 April 2005

Published in: Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-842x.00299

zbMATH Keywords

order selectionquasi-likelihood estimatoresterase datafit-comparison test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) General nonlinear regression (62J02)

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