Testing Heteroscedasticity in Nonparametric Regression Based on Trend Analysis
oleh: Si-Lian Shen, Jian-Ling Cui, Chun-Wei Wang
| Format: | Article |
|---|---|
| Diterbitkan: | Hindawi Limited 2014-01-01 |
Deskripsi
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.