Abstract
We first propose in this paper a new test method for detecting heteroscedasticity of the error term in nonparametric regression. Some simulation experiments are then conducted to evaluate the performance of the proposed methodology. A real-world data set is finally analyzed to demonstrate the application of the method.
Citation
Si-Lian Shen. Jian-Ling Cui. Chun-Wei Wang. "Testing Heteroscedasticity in Nonparametric Regression Based on Trend Analysis." J. Appl. Math. 2014 1 - 5, 2014. https://doi.org/10.1155/2014/435925
Information