Title: Estimated Theory of Semi-parametric Regression Model With Heteroscedasticity
Abstract: Cansider a class of semiparametric regression model with heteroscedasticity Y=m(X)+σ(X)e,where X are random design variables and Y is a scarlar response variable.Both the mean function m(x)=E(Y|X=x) and the variance function σ(x) are unknown.Fortunately,many tests suggest that there exit a certain relationship between them,which becomes the foundamental condition in the paper.The present paper focuses on the issue of how to obtain the estimators in the case of heteroscedasticity and how to detect the heteroscedasticity on the regression.
Publication Year: 2001
Publication Date: 2001-01-01
Language: en
Type: article
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