𝔖 Bobbio Scriptorium
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VALIDITY AND NONLINEAR HETEROSCEDASTIC MODELS

✍ Scribed by DANIEL KAHNEMAN; EDWIN E. GHISELLI


Book ID
111323547
Publisher
John Wiley and Sons
Year
1962
Tongue
English
Weight
584 KB
Volume
15
Category
Article
ISSN
0031-5826

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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.