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- W56820045 abstract "When the regression function is discontinuous at a point, the variance function is usually discontinuous at the point. In this case, we had better propose a test for the existence of a discontinuity point with the regression function rather than the variance function. In this paper we consider that the variance function only has a discontinuity point. We propose a nonparametric test for the existence of a discontinuity point with the second moment function since the variance function and the second moment function have the same location and jump size of the discontinuity point. The proposed method is based on the asymptotic distribution of the estimated jump size." @default.
- W56820045 created "2016-06-24" @default.
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- W56820045 date "2006-01-01" @default.
- W56820045 modified "2023-09-26" @default.
- W56820045 title "Testing the Existence of a Discontinuity Point in the Variance Function" @default.
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