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Articles

Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models

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Pages 5485-5496 | Received 26 Jun 2017, Accepted 16 Oct 2017, Published online: 07 Mar 2018
 

ABSTRACT

In this paper, we propose an empirical likelihood based diagnostic technique for heteroscedasticity in the semiparametric varying-coefficient partially linear errors-in-variables models. Under mild conditions, a nonparametric version of Wilk’s theorem is derived. Simulation results reveal that our test performs well in both size and power.

Acknowledgments

The work of the first author was supported by the National Science Foundation of China (Grant No. 11471060) and the Key Project of Statistical Science of China (Grant No. 2017LZ27).

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