Testing the parametric form of the conditional variance in regressions based on distance covariance

Yue Hu, Haiqi Li, Falong Tan. Testing the parametric form of the conditional variance in regressions based on distance covariance. Computational Statistics & Data Analysis, 189:107851, January 2024. [doi]

Authors

Yue Hu

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Haiqi Li

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Falong Tan

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