Testing for superiority between two variance functions

Graciela Boente and Pardo–Fernández, Juan Carlos

Statistics & Probability Letters, 2020, vol. 156, issue C

Abstract: This paper focuses on the problem of testing the null hypothesis that the variance functions of two populations are equal versus one-sided alternatives under a general nonparametric heteroscedastic regression model. The asymptotic distribution of the test statistic is studied.

Keywords: Conditional variance; Hypothesis testing; Nonparametric regression models; Smoothing techniques (search for similar items in EconPapers)
Date: 2020
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715219302585
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:156:y:2020:i:c:s0167715219302585

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2019.108612

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().