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Two tests for heteroscedasticity in nonparametric regression


  • Mario Francisco-Fernández


  • Juan Vilar-Fernández



No abstract is available for this item.

Suggested Citation

  • Mario Francisco-Fernández & Juan Vilar-Fernández, 2009. "Two tests for heteroscedasticity in nonparametric regression," Computational Statistics, Springer, vol. 24(1), pages 145-163, February.
  • Handle: RePEc:spr:compst:v:24:y:2009:i:1:p:145-163
    DOI: 10.1007/s00180-008-0110-3

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    References listed on IDEAS

    1. 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.
    2. 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.
    3. Fan, Jianqing & Yao, Qiwei, 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.
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