Journal of Applied Mathematics

Testing Heteroscedasticity in Nonparametric Regression Based on Trend Analysis

Si-Lian Shen, Jian-Ling Cui, and Chun-Wei Wang

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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.

Article information

Source
J. Appl. Math., Volume 2014 (2014), Article ID 435925, 5 pages.

Dates
First available in Project Euclid: 2 March 2015

Permanent link to this document
https://projecteuclid.org/euclid.jam/1425305821

Digital Object Identifier
doi:10.1155/2014/435925

Citation

Shen, Si-Lian; Cui, Jian-Ling; Wang, Chun-Wei. Testing Heteroscedasticity in Nonparametric Regression Based on Trend Analysis. J. Appl. Math. 2014 (2014), Article ID 435925, 5 pages. doi:10.1155/2014/435925. https://projecteuclid.org/euclid.jam/1425305821


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