A new test for the parametric form of the variance function in non‐parametric regression

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An updated review of Goodness-of-Fit tests for regression models (2013, methodology): “Hence, the methodology for GoF tests for regression based on the empirical distribution of the residuals can be generalized for testing about the variance (see Dette et al. 2007 for further details) m being the nuisance function in this scenario.”
Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals (2009, methodology): “…finite sample properties of the smooth residual bootstrap for testing goodness-of-fit of the regression and variance functions and testing the equality of regression functions as explained in section 4 we refer to Dette et al. (2007), Pardo Fernández et al. (2008) and Van Keilegom et al. (2008).”
Specification tests in nonparametric regression (2008, methodology): “The estimation of this model has been considered in Akritas and Van Keilegom (2001), Van Keilegom and Veraverbeke (2002), Cheng (2004), Mu¨ ller et al. (2004a,b), among others, whereas Dette et al. (2007) , Neumeyer et al. (2006), Van Keilegom et al. (2007) and Pardo-Ferna´ ndez et al. (2007) studi”