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Score tests for heteroscedasticity in wavelet regression |
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| Authors: | CAI, ZONGW HURVICH, CLIFFORD M. TSAI, CHIH-LING |
| Affiliation: | Department of Mathematics, Southwest Missouri State University Springfield, Missouri 65804, U.S.A. zoc429f{at}cnas.smsu.edu Department of Statistics and Operations Research, New York University New York, New York 10012, U.S.A. churvich{at}stern.nyu.edu Graduate School of Management, University of California Davis, California 95616, U.S.A. cltsai{at}ucdavis.edu |
| Abstract: | |
| Keywords: | De-noising Signal extraction Thersholding |
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