Conditional variance function checking in heteroscedastic regression models.

Doctor of Philosophy === Department of Statistics === Weixing Song === The regression model has been given a considerable amount of attention and played a significant role in data analysis. The usual assumption in regression analysis is that the variances of the error terms are constant across the...

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Bibliographic Details
Main Author: Samarakoon, Nishantha Anura
Language:en_US
Published: Kansas State University 2011
Subjects:
Online Access:http://hdl.handle.net/2097/10744