Testing for a Constant Coefficient of Variation in Nonparametric Regression
نویسندگان
چکیده
منابع مشابه
Testing for a constant coefficient of variation in nonparametric regression
In the common nonparametric regression model Yi = m(Xi) + σ(Xi) i we consider the problem of testing the hypothesis that the coefficient of the scale and location function is constant. The test is based on a comparison of the observations Yi/σ̂(Xi) with their mean by a smoothed empirical process, where σ̂ denotes the local linear estimate of the scale function. We show weak convergence of a cente...
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ژورنال
عنوان ژورنال: Journal of Statistical Theory and Practice
سال: 2009
ISSN: 1559-8608,1559-8616
DOI: 10.1080/15598608.2009.10411949