Heteroscedasticity check in nonlinear semiparametric models based on nonparametric variance function
| Autor: | Jin-guan Lin, Xiao-yi Qu |
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| Rok vydání: | 2008 |
| Předmět: |
Statistics::Theory
Heteroscedasticity Statistics::Applications Applied Mathematics Nonparametric statistics Asymptotic distribution Nonparametric regression Semiparametric model Statistics::Machine Learning Homoscedasticity Statistics Econometrics Statistics::Methodology Semiparametric regression Mathematics Variance function |
| Zdroj: | Applied Mathematics-A Journal of Chinese Universities. 23:401-409 |
| ISSN: | 1993-0445 1005-1031 |
| DOI: | 10.1007/s11766-008-2005-z |
| Popis: | The assumption of homoscedasticity has received much attention in classical analysis of regression. Heteroscedasticity tests have been well studied in parametric and nonparametric regressions. The aim of this paper is to present a test of heteroscedasticity for nonlinear semiparametric regression models with nonparametric variance function. The validity of the proposed test is illustrated by two simulated examples and a real data example. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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