In this paper we provide a method to test the existence of the change points in the nonparametric regression function of partially linear models with conditional heteroscedastic variance. We propose the test statistic...In this paper we provide a method to test the existence of the change points in the nonparametric regression function of partially linear models with conditional heteroscedastic variance. We propose the test statistic and establish its asymptotic properties under some regular conditions. Some simulation studies are given to investigate the performance of the proposed method in finite samples. Finally, the proposed method is applied to a real data for illustration.展开更多
基金Supported by the National Natural Science Foundation of China(No.11271080)
文摘In this paper we provide a method to test the existence of the change points in the nonparametric regression function of partially linear models with conditional heteroscedastic variance. We propose the test statistic and establish its asymptotic properties under some regular conditions. Some simulation studies are given to investigate the performance of the proposed method in finite samples. Finally, the proposed method is applied to a real data for illustration.
