Empirical likelihood based diagnostics for heteroscedasticity in partial linear models

Heung Wong; Feng Liu; Min Chen; Wai Cheung Ip

doi:10.1016/j.csda.2009.02.029

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Empirical likelihood based diagnostics for heteroscedasticity in partial linear models

Heung Wong Feng Liu Min Chen Wai Cheung Ip

Year: 2009 Journal: Computational Statistics & Data Analysis Vol: 53 (9)Pages: 3466-3477 Publisher: Elsevier BV

DOI: 10.1016/j.csda.2009.02.029

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Keywords:

Empirical likelihood Heteroscedasticity Mathematics Likelihood-ratio test Statistics Sample size determination Score test Nonparametric statistics Econometrics Statistical hypothesis testing Confidence interval

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical Distribution Estimation and Applications

Physical Sciences → Mathematics → Statistics and Probability

Financial Risk and Volatility Modeling

Social Sciences → Economics, Econometrics and Finance → Finance

Empirical likelihood based diagnostics for heteroscedasticity in partial linear models

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