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- W2359356528 abstract "The assumption of homoscedasticity is commonly concerned in regression analysis. In parametric and nonparametric regression models, the problem of testing heteroscedasticity, autocorrelation in the linear models has been discussed. In this paper, the testing for heteroscedasticity and autocorrelation is researched for single index models. The score tests are obtained, respectively, under two different occasions. Moreover, we establish the asymptotic property of the test. Simulations show the feasibility and validity of our methods." @default.
- W2359356528 created "2016-06-24" @default.
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- W2359356528 date "2007-01-01" @default.
- W2359356528 modified "2023-09-22" @default.
- W2359356528 title "Asymptotic Property of Testing for Heteroscedasticity in Single Index Models" @default.
- W2359356528 hasPublicationYear "2007" @default.
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