Testing Heteroscedasticity in Nonparametric Regression Based on Trend Analysis

Si-Lian Shen, Jian-Ling Cui and Chun-Wei Wang

Journal of Applied Mathematics, 2014, vol. 2014, issue 1

Abstract: 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.

Date: 2014
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https://doi.org/10.1155/2014/435925

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnljam:v:2014:y:2014:i:1:n:435925

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