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• W2017886027 abstract "Abstract We consider the problem of testing for a parametric form of the variance function in a partial linear regression model. A new test is derived, which can detect local alternatives converging to the null hypothesis at a rate n - 1 / 2 and is based on a stochastic process of the integrated variance function. We establish weak convergence to a Gaussian process under the null hypothesis, fixed and local alternatives. In the special case of testing for homoscedasticity the limiting process is a scaled Brownian bridge. We also compare the finite sample properties with a test based on an L 2 -distance, which was recently proposed by You and Chen [2005. Testing heteroscedasticity in partially linear regression models. Statist. Probab. Lett. 73, 61–70]." @default.
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• W2017886027 date "2008-10-01" @default.
• W2017886027 modified "2023-10-17" @default.
• W2017886027 title "A test for the parametric form of the variance function in a partial linear regression model" @default.
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• W2017886027 doi "https://doi.org/10.1016/j.jspi.2007.11.007" @default.
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