INVESTIGADORES
BOENTE BOENTE Graciela Lina
artículos
Título:
Testing for superiority between two variance functions
Autor/es:
BOENTE, GRACIELA; PARDO FERNANDEZ, JUAN CARLOS
Revista:
STATISTICS & PROBABILITY LETTERS
Editorial:
ELSEVIER SCIENCE BV
Referencias:
Lugar: Amsterdam; Año: 2020 vol. 156
ISSN:
0167-7152
Resumen:
This paper focuses on the problem of testing the null hypothesis that the variance functions of two populations are equal versus one-sided alternatives under a general nonparametric heteroscedastic regression model. The asymptotic distribution of the test statistic is studied.
