Tests for independence in non-parametric heteroscedastic regression models

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F11%3A10100897" target="_blank" >RIV/00216208:11320/11:10100897 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1016/j.jmva.2011.01.002" target="_blank" >http://dx.doi.org/10.1016/j.jmva.2011.01.002</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.jmva.2011.01.002" target="_blank" >10.1016/j.jmva.2011.01.002</a>

Result language
angličtina
Original language name
Tests for independence in non-parametric heteroscedastic regression models
Original language description
Consistent procedures are constructed for testing independence between the regressor and the error in non-parametric regression models. The tests are based on the Fourier formulation of independence, and utilize the joint and the marginal empirical characteristic functions of the regressor and of estimated residuals. The asymptotic null distribution as well as the behavior of the test statistic under alternatives is investigated. A simulation study compares bootstrap versions of the proposed tests to corresponding procedures utilizing the empirical distribution function.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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