Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Testing for a constant coefficient of variation in nonparametric
  regression   In this paper we propose a new test for the hypothesis of a constant
coefficient of variation in the common nonparametric regression model. The test
is based on an estimate of the $L^2$-distance between the square of the
regression function and variance function. We prove asymptotic normality of a
standardized estimate of this distance under the null hypothesis and fixed
alternatives and the finite sample properties of a corresponding bootstrap test
are investigated by means of a simulation study. The results are applicable to
stationary processes with the common mixing conditions and are used to
construct tests for ARCH assumptions in financial time series.

21
The categories of this paper are: adap-org
12
The categories of this paper are: nucl-th
37
The categories of this paper are: supr-con
30
The categories of this paper are: q-alg
6
The categories of this paper are: astro-ph
28
The categories of this paper are: alg-geom
32
The categories of this paper are: atom-ph
25
The categories of this paper are: patt-sol
34
The categories of this paper are: chem-ph
35
The categories of this paper are: mtrl-th
27
The categories of this paper are: comp-gas
18
The categories of this paper are: econ
7
The categories of this paper are: hep-th
8
The categories of this paper are: hep-ex
9
The categories of this paper are: nlin
33
The categories of this paper are: plasm-ph