Testing the heteroscedasticity in single-index model

DOI10.3969/J.ISSN.1001-4268.2019.04.006MaRDI QIDQ3306308zbMATH OpenFDO

Authors Waled Khaled, Jinguan Lin, Cuilian Feng

Publication date 12 August 2020

zbMATH Keywords

Levene's testsingle-index modelhomogeneityfunctional errors

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Analysis of variance and covariance (ANOVA) (62J10)

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• Some problems of testing in single index models
• A new test for heteroscedasticity in single-index models

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