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

Yue Hu Haiqi Li Falong Tan

Published in: Comput. Stat. Data Anal. (2024)

Keyphrases

covariance matrix
distance function
euclidean distance
correlation coefficient
intra class
mahalanobis distance
database
real time
search engine
social networks
nearest neighbor
distance measurement
random field model