Show simple item record

Article

dc.creatorPardo Fernández, Juan Carloses
dc.creatorJiménez Gamero, María Doloreses
dc.creatorEl Ghouch, Anouares
dc.date.accessioned2023-03-13T12:29:18Z
dc.date.available2023-03-13T12:29:18Z
dc.date.issued2015-08-27
dc.identifier.citationPardo Fernández, J.C., Jiménez Gamero, M.D. y El Ghouch, A. (2015). Tests for the equality of conditional variance functions in nonparametric regression. Electronic journal of statistics, 9 (2), 1826-1851. https://doi.org/10.1214/15-EJS1058.
dc.identifier.issn1935-7524es
dc.identifier.urihttps://hdl.handle.net/11441/143318
dc.description.abstractIn this paper we are interested in checking whether the conditional variances are equal in k ≥ 2 location-scale regression models. Our procedure is fully nonparametric and is based on the comparison of the error distributions under the null hypothesis of equality of variances and without making use of this null hypothesis. We propose four test statistics based on empirical distribution functions (Kolmogorov-Smirnov and Cramér-von Mises type test statistics) and two test statistics based on empirical characteristic functions. The limiting distributions of these six test statistics are established under the null hypothesis and under local alternatives. We show how to approximate the critical values using either an estimated version of the asymptotic null distribution or a bootstrap procedure. Simulation studies are conducted to assess the finite sample performance of the proposed tests. We also apply our tests to data on household expenditures.es
dc.formatapplication/pdfes
dc.format.extent25 p.es
dc.language.isoenges
dc.publisherInstitute of Mathematical Statisticses
dc.relation.ispartofElectronic journal of statistics, 9 (2), 1826-1851.
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Internacional*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectasymptoticses
dc.subjectbootstrapes
dc.subjectcomparison of curveses
dc.subjectEmpirical characteristic functiones
dc.subjectEmpirical distribution function , kernel smoothinges
dc.subjectlocal alternativeses
dc.subjectregression residualses
dc.titleTests for the equality of conditional variance functions in nonparametric regressiones
dc.typeinfo:eu-repo/semantics/articlees
dcterms.identifierhttps://ror.org/03yxnpp24
dc.type.versioninfo:eu-repo/semantics/publishedVersiones
dc.rights.accessRightsinfo:eu-repo/semantics/openAccesses
dc.contributor.affiliationUniversidad de Sevilla. Departamento de Estadística e Investigación Operativaes
dc.relation.publisherversionhttps://dx.doi.org/10.1214/15-EJS1058es
dc.identifier.doi10.1214/15-EJS1058es
dc.contributor.groupUniversidad de Sevilla. FQM153: Estadística e Investigación Operativaes
dc.journaltitleElectronic journal of statisticses
dc.publication.volumen9es
dc.publication.issue2es
dc.publication.initialPage1826es
dc.publication.endPage1851es

FilesSizeFormatViewDescription
15-EJS1058.pdf309.4KbIcon   [PDF] View/Open  

This item appears in the following collection(s)

Show simple item record

Attribution-NonCommercial-NoDerivatives 4.0 Internacional
Except where otherwise noted, this item's license is described as: Attribution-NonCommercial-NoDerivatives 4.0 Internacional