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Two tests for heteroscedasticity in nonparametric regression

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  • Mario Francisco-Fernández
  • Juan Vilar-Fernández

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  • Mario Francisco-Fernández & Juan Vilar-Fernández, 2009. "Two tests for heteroscedasticity in nonparametric regression," Computational Statistics, Springer, vol. 24(1), pages 145-163, February.
    • Handle: RePEc:spr:compst:v:24:y:2009:i:1:p:145-163
    DOI: 10.1007/s00180-008-0110-3
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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. Holger Dette & Natalie Neumeyer & Ingrid Van Keilegom, 2007. "A new test for the parametric form of the variance function in non‐parametric regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(5), pages 903-917, November.
    3. Fan, Jianqing & Yao, Qiwei, 1998. "Efficient estimation of conditional variance functions in stochastic regression," LSE Research Online Documents on Economics 6635, London School of Economics and Political Science, LSE Library.
    4. Gijbels, Irène & Rousson, Valentin, 2001. "A nonparametric least-squares test for checking a polynomial relationship," Statistics & Probability Letters, Elsevier, vol. 51(3), pages 253-261, February.
    5. Alcalá, J. T. & Cristóbal, J. A. & González-Manteiga, W., 1999. "Goodness-of-fit test for linear models based on local polynomials," Statistics & Probability Letters, Elsevier, vol. 42(1), pages 39-46, March.
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