Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A model specification test for the variance function in nonparametric
  regression   The problem of testing for the parametric form of the conditional variance is
considered in a fully nonparametric regression model. A test statistic based on
a weighted $L_2$-distance between the empirical characteristic functions of
residuals constructed under the null hypothesis and under the alternative is
proposed and studied theoretically. The null asymptotic distribution of the
test statistic is obtained and employed to approximate the critical values.
Finite sample properties of the proposed test are numerically investigated in
several Monte Carlo experiments. The developed results assume independent data.
Their extension to dependent observations is also discussed.

31
The categories of this paper are: ao-sci
11
The categories of this paper are: hep-lat
15
The categories of this paper are: nucl-ex
26
The categories of this paper are: bayes-an
19
The categories of this paper are: eess
35
The categories of this paper are: mtrl-th
12
The categories of this paper are: nucl-th
23
The categories of this paper are: solv-int
32
The categories of this paper are: atom-ph
6
The categories of this paper are: astro-ph
9
The categories of this paper are: nlin
13
The categories of this paper are: quant-ph
29
The categories of this paper are: funct-an
3
The categories of this paper are: physics
0
The categories of this paper are: hep-ph
22
The categories of this paper are: chao-dyn