In this paper we propose a new nonparametric test for conditional heteroskedasticity based on a measure of nonparametric goodness-of-fit (R 2 ) that is obtained from the local polynomial regression of ...

Goodness-of-fit testing is a cornerstone of statistical methodology, providing robust means to assess whether empirical data align with a hypothesised distribution. Such tests underpin diverse ...

This is a preview. Log in through your library . Abstract Several goodness-of-fit tests of a lifetime distribution have been suggested in the literature; many take into account censoring and/or ...