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A simple test for the parametric form of the variance function in nonparametric regression

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  • Holger Dette
  • Benjamin Hetzler

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  • Holger Dette & Benjamin Hetzler, 2009. "A simple test for the parametric form of the variance function in nonparametric regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(4), pages 861-886, December.
    • Handle: RePEc:spr:aistmt:v:61:y:2009:i:4:p:861-886
    DOI: 10.1007/s10463-008-0169-1
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    References listed on IDEAS

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    1. H. Dette & A. Munk, 1998. "Testing heteroscedasticity in nonparametric regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(4), pages 693-708.
    2. Diblasi, Angela & Bowman, Adrian, 1997. "Testing for constant variance in a linear model," Statistics & Probability Letters, Elsevier, vol. 33(1), pages 95-103, April.
    3. Axel Munk, 2002. "Testing the Goodness of Fit of Parametric Regression Models with Random Toeplitz Forms," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 29(3), pages 501-533, September.
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    Cited by:

    1. Boente, Graciela & Ruiz, Marcelo & Zamar, Ruben H., 2010. "On a robust local estimator for the scale function in heteroscedastic nonparametric regression," Statistics & Probability Letters, Elsevier, vol. 80(15-16), pages 1185-1195, August.
    2. Estate V. Khmaladze, 2021. "Distribution-free testing in linear and parametric regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(6), pages 1063-1087, December.
    3. Samarakoon, Nishantha & Song, Weixing, 2011. "Minimum distance conditional variance function checking in heteroscedastic regression models," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 579-600, March.

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