Two tests for heteroscedasticity in nonparametric regression
No abstract is available for this item.
Volume (Year): 24 (2009)
Issue (Month): 1 (February)
|Contact details of provider:|| Web page: http://www.springerlink.com/link.asp?id=120306|
|Order Information:||Web: http://link.springer.de/orders.htm|
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Jianqing Fan & Qiwei Yao, 1998. "Efficient estimation of conditional variance functions in stochastic regression," LSE Research Online Documents on Economics 6635, London School of Economics and Political Science, LSE Library.
- Alcalá, J. T. & Cristóbal, J. A. & González-Manteiga, W., 1999. "Goodness-of-fit test for linear models based on local polynomials," Statistics & Probability Letters, Elsevier, vol. 42(1), pages 39-46, March.
- Gijbels, Irène & Rousson, Valentin, 2001. "A nonparametric least-squares test for checking a polynomial relationship," Statistics & Probability Letters, Elsevier, vol. 51(3), pages 253-261, February.
When requesting a correction, please mention this item's handle: RePEc:spr:compst:v:24:y:2009:i:1:p:145-163. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn)or (Christopher F Baum)
If references are entirely missing, you can add them using this form.