Testing variances in wavelet regression models
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- Breusch, T S & Pagan, A R, 1979. "A Simple Test for Heteroscedasticity and Random Coefficient Variation," Econometrica, Econometric Society, vol. 47(5), pages 1287-1294, September.
- Koenker, Roger, 1981. "A note on studentizing a test for heteroscedasticity," Journal of Econometrics, Elsevier, vol. 17(1), pages 107-112, September.
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- Zhu, Zhongyi & Fung, Wing K., 2004. "Variance component testing in semiparametric mixed models," Journal of Multivariate Analysis, Elsevier, vol. 91(1), pages 107-118, October.
- Natalie Neumeyer & Ingrid Van Keilegom, 2009. "Change‐Point Tests for the Error Distribution in Non‐parametric Regression," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(3), pages 518-541, September.
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Keywords
Daubechies wavelet Gasser-Muller estimator Haar wavelet Partial score test Weighted least squares;Statistics
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