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Artículo
Tests for the equality of conditional variance functions in nonparametric regression
(Institute of Mathematical Statistics, 2015-08-27)
In 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 ...
Artículo
A non-parametric ANOVA-type test for regression curves based on characteristic functions
(Wiley, 2015-03)
This article studies a new procedure to test for the equality of k regression curves in a fully nonparametric context. The test is based on the comparison of empirical estimators of the characteristic functions of the ...
Artículo
Empirical characteristic function tests for GARCH innovation distribution using multipliers
(Taylor & Francis, 2017)
Goodness-of-fit tests for the innovation distribution in GARCH models based on measuring deviations between the empirical characteristic function of the residuals and the characteristic function under the null hypothesis ...
Artículo
A Non-parametricANOVA-type Test forRegression Curves Based onCharacteristic Functions
(Wiley, 2015-02-19)
This article studies a new procedure to test for the equality of k regression curves in a fully non-parametric context. The test is based on the comparison of empirical estimators of the characteristic functions of the ...
Artículo
Tests for the equality of conditional variance functions in nonparametric regression
(Institute of Mathematical Statistics, 2015)
In 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 ...