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2014 Testing Heteroscedasticity in Nonparametric Regression Based on Trend Analysis
Si-Lian Shen, Jian-Ling Cui, Chun-Wei Wang
J. Appl. Math. 2014: 1-5 (2014). DOI: 10.1155/2014/435925

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.

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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

Published: 2014
First available in Project Euclid: 2 March 2015

zbMATH: 07131598
Digital Object Identifier: 10.1155/2014/435925

Rights: Copyright © 2014 Hindawi

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