Testing Heteroscedasticity in Nonparametric Regression Based on Trend Analysis

被引：0

作者：

Shen, Si-Lian ^{[1
]}

Cui, Jian-Ling ^{[2
]}

Wang, Chun-Wei ^{[1
]}

机构：

[1] Henan Univ Sci & Technol, Sch Math & Stat, Luoyang 471003, Peoples R China

[2] Elect Equipment Test Ctr, Luoyang 471003, Peoples R China

来源：

JOURNAL OF APPLIED MATHEMATICS | 2014年

关键词：

MODELS;

D O I：

10.1155/2014/435925

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页数：5

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