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Testing heteroscedasticity in nonlinear and nonparametric regressions

โœ Scribed by Xu Zheng


Publisher
John Wiley and Sons
Year
2009
Tongue
French
Weight
179 KB
Volume
37
Category
Article
ISSN
0319-5724

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โœ Jiti Gao; Howell Tong; Rodney Wolff ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 235 KB

In this paper, we consider testing for additivity in a class of nonparametric stochastic regression models. Two test statistics are constructed and their asymptotic distributions are established. We also conduct a small sample study for one of the test statistics through a simulated example.