Diagnostics for conditional heteroscedasticity models: some simulation results

Publisher： Elsevier

ISSN： 0378-4754

Source： Mathematics and Computers in Simulation, Vol.64, Iss.1, 2004-01, pp. : 113-119

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

Some results on conditional expectations of lower record values

By Tavangar Mahdi Asadi Majid

Statistics, Vol. 45, Iss. 3, 2011-06 ,pp. : 237-255

Taylor & Francis Ltd

Access to resources Recommend Favorite

Profiling heteroscedasticity in linear regression models

THE CANADIAN JOURNAL OF STATISTICS, Vol. 43, Iss. 3, 2015-09 ,pp. : 358-377

John Wiley & Sons Inc

Access to resources Recommend Favorite

Estimating Some Characteristics of the Conditional Distribution in Nonparametric Functional Models

By Ferraty Frédéric Laksaci Ali Vieu Philippe

Statistical Inference for Stochastic Processes, Vol. 9, Iss. 1, 2006-05 ,pp. : 47-76

Springer Publishing Company

Access to resources Recommend Favorite

Conditional transformation models

JOURNAL OF THE ROYAL STATISTICAL SOCIETY: SERIES B (STATISTICAL METHODOLOGY), Vol. 76, Iss. 1, 2014-01 ,pp. : 3-27

John Wiley & Sons Inc

Access to resources Recommend Favorite

Delete-group Jackknife Estimate in Partially Linear Regression Models with Heteroscedasticity

By You Jin-hong Chen Gemai

Acta Mathematicae Applicatae Sinica, Vol. 19, Iss. 4, 2003-12 ,pp. : 599-610

Springer Publishing Company

Access to resources Recommend Favorite