Testing heteroscedasticity in nonparametric regression based on trend analysis (Q2336423)
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scientific article
| Language | Label | Description | Also known as |
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| English | Testing heteroscedasticity in nonparametric regression based on trend analysis |
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Testing heteroscedasticity in nonparametric regression based on trend analysis (English)
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19 November 2019
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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.
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