𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A Parametric Bootstrap Test for Comparing Heteroscedastic Regression Models

✍ Scribed by Tian, Lili; Ma, Changxing; Vexler, Albert


Book ID
120310490
Publisher
Taylor and Francis Group
Year
2009
Tongue
English
Weight
111 KB
Volume
38
Category
Article
ISSN
0361-0918

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Goodness-of-fit tests for nonlinear hete
✍ Jean Diebolt; Jacques Zuber πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 128 KB

This paper is devoted to goodness-of-ΓΏt tests for parametric possibly nonlinear heteroscedastic regression models. The test statistic is constructed using a marked empirical process based on residuals. We investigate the consistency of this test statistic and of the estimators needed to compute it.