Detecting Heteroscedasticity in Nonparametric Regression

R. Eubank, W. Thomas
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引用次数: 63

Abstract

SUMMARY Diagnostic tests and plots are proposed for detecting heteroscedasticity in nonparametric regression. The large and small sample power properties are studied for a class of test statistics for the hypothesis of homogeneous variances. New diagnostic plots are also developed and illustrated.
非参数回归中异方差的检测
在非参数回归中,提出了诊断检验和图来检测异方差。研究了齐次方差假设的一类检验统计量的大样本和小样本功率性质。新的诊断图也被开发和说明。
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