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Testing for Heteroscedasticity in Nonlinear Regression Models

✍ Scribed by Lin, Jin-Guan; Wei, Bo-Cheng

Book ID
117995089
Publisher
Taylor and Francis Group
Year
2003
Tongue
English
Weight
334 KB
Volume
32
Category
Article
ISSN
0361-0926

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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.