Testing heteroscedasticity in nonparametric regression based on trend analysis (Q2336423): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 15:55, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing heteroscedasticity in nonparametric regression based on trend analysis |
scientific article |
Statements
Testing heteroscedasticity in nonparametric regression based on trend analysis (English)
0 references
19 November 2019
0 references
Summary: 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.
0 references
