کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1146051 | 957493 | 2011 | 22 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Minimum distance conditional variance function checking in heteroscedastic regression models
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز عددی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Minimum distance conditional variance function checking in heteroscedastic regression models Minimum distance conditional variance function checking in heteroscedastic regression models](/preview/png/1146051.png)
چکیده انگلیسی
This paper discusses a class of minimum distance tests for fitting a parametric variance function in heteroscedastic regression models. These tests are based on certain minimized L2L2 distances between a nonparametric variance function estimator and the parametric variance function estimator. The paper establishes the asymptotic normality of the proposed test statistics and that of the corresponding minimum distance estimator under the fitted model. These estimators turn out to be n-consistent. Consistency of this sequence of tests at some fixed alternatives and asymptotic power under some local nonparametric alternatives are also discussed. Some simulation studies are conducted to assess the finite sample performance of the proposed test.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 102, Issue 3, March 2011, Pages 579–600
Journal: Journal of Multivariate Analysis - Volume 102, Issue 3, March 2011, Pages 579–600
نویسندگان
Nishantha Samarakoon, Weixing Song,