A fully nonparametric diagnostic test for homogeneity of variances

DOI10.1002/cjs.5550330406zbMath1098.62056MaRDI QIDQ5486556

Lan Wang, Xiao-Hua Andrew Zhou

Publication date: 11 September 2006

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.5550330406

zbMATH Keywords

analysis of variance; constant variance; heteroscedastic errors; health care costs; nearest-neighbour windows

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62J02: General nonlinear regression

62J20: Diagnostics, and linear inference and regression

Related Items

A homoscedasticity test for the accelerated failure time model, Test for heteroscedasticity in partially linear regression models, Two tests for heterocedasticity in nonparametric regression, A nonparametric hypothesis test for heteroscedasticity

Uses Software

• SemiPar

Cites Work

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