Testing for constant variance in a linear model

Angela Diblasi and Adrian Bowman

Statistics & Probability Letters, 1997, vol. 33, issue 1, 95-103

Abstract: A nonparametric test of constant variance for the errors in a linear model is constructed through nonparametric smoothing of the residuals on a suitably transformed scale. Standard results on quadratic forms allow accurate distributional calculations to be made.

Keywords: Homoscedasticity; Linear; model; Nonparametric; regression; Quadratic; form; Reference; band; Variance (search for similar items in EconPapers)
Date: 1997
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (14)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(96)00115-0
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:33:y:1997:i:1:p:95-103

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().