A new test to detect monotonic and non-monotonic types of heteroscedasticity

Reşit Çelik

Journal of Applied Statistics, 2017, vol. 44, issue 2, 342-361

Abstract: A direct parametric test is proposed to detect monotonic and non-monotonic types of heteroscedasticity. After giving brief information about non-monotonic types of heteroscedasticity, the test algorithm is introduced. Proposed test and usual heteroscedasticity tests are compared on monotonic and non-monotonic types of heteroscedasticity in real and artificial data.

Date: 2017
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DOI: 10.1080/02664763.2016.1169258

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