Dette, Holger; Hetzler, Benjamin A simple test for the parametric form of the variance function in nonparametric regression. (English) Zbl 1332.62131 Ann. Inst. Stat. Math. 61, No. 4, 861-886 (2009). MSC: 62G08 62G10 62G20 PDFBibTeX XMLCite \textit{H. Dette} and \textit{B. Hetzler}, Ann. Inst. Stat. Math. 61, No. 4, 861--886 (2009; Zbl 1332.62131) Full Text: DOI Link
Dette, H.; Hetzler, B. Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing. (English) Zbl 1231.62064 Math. Methods Stat. 18, No. 2, 97-116 (2009). MSC: 62G08 62G10 62G20 62M99 65C60 PDFBibTeX XMLCite \textit{H. Dette} and \textit{B. Hetzler}, Math. Methods Stat. 18, No. 2, 97--116 (2009; Zbl 1231.62064) Full Text: DOI
Dette, H.; Hetzler, B. A martingale-transform goodness-of-fit test for the form of the conditional variance. arXiv:0809.4914 Preprint, arXiv:0809.4914 [math.ST] (2008). MSC: 62G05 BibTeX Cite \textit{H. Dette} and \textit{B. Hetzler}, ``A martingale-transform goodness-of-fit test for the form of the conditional variance'', Preprint, arXiv:0809.4914 [math.ST] (2008) Full Text: arXiv OA License
Dette, Holger; Hetzler, Benjamin Specification tests indexed by bandwidths. (English) Zbl 1193.62062 Sankhyā 69, No. 1, 28-54 (2007). MSC: 62G08 62G10 60F05 62M99 62G20 62M10 PDFBibTeX XMLCite \textit{H. Dette} and \textit{B. Hetzler}, Sankhyā 69, No. 1, 28--54 (2007; Zbl 1193.62062)