Testing Heteroscedasticity in Nonparametric Regression Based on Trend Analysis
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 applic...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2014-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2014/435925 |
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| _version_ | 1849307177258319872 |
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| author | Si-Lian Shen Jian-Ling Cui Chun-Wei Wang |
| author_facet | Si-Lian Shen Jian-Ling Cui Chun-Wei Wang |
| author_sort | Si-Lian Shen |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-26c39d1b91a0407bb4e19b062c05ed31 |
| institution | Kabale University |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2014-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-26c39d1b91a0407bb4e19b062c05ed312025-08-20T03:54:51ZengWileyJournal of Applied Mathematics1110-757X1687-00422014-01-01201410.1155/2014/435925435925Testing Heteroscedasticity in Nonparametric Regression Based on Trend AnalysisSi-Lian Shen0Jian-Ling Cui1Chun-Wei Wang2School of Mathematics and Statistics, Henan University of Science and Technology, Luoyang 471003, ChinaElectronic Equipment Test Center, Luoyang 471003, ChinaSchool of Mathematics and Statistics, Henan University of Science and Technology, Luoyang 471003, ChinaWe 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.http://dx.doi.org/10.1155/2014/435925 |
| spellingShingle | Si-Lian Shen Jian-Ling Cui Chun-Wei Wang Testing Heteroscedasticity in Nonparametric Regression Based on Trend Analysis Journal of Applied Mathematics |
| title | Testing Heteroscedasticity in Nonparametric Regression Based on Trend Analysis |
| title_full | Testing Heteroscedasticity in Nonparametric Regression Based on Trend Analysis |
| title_fullStr | Testing Heteroscedasticity in Nonparametric Regression Based on Trend Analysis |
| title_full_unstemmed | Testing Heteroscedasticity in Nonparametric Regression Based on Trend Analysis |
| title_short | Testing Heteroscedasticity in Nonparametric Regression Based on Trend Analysis |
| title_sort | testing heteroscedasticity in nonparametric regression based on trend analysis |
| url | http://dx.doi.org/10.1155/2014/435925 |
| work_keys_str_mv | AT silianshen testingheteroscedasticityinnonparametricregressionbasedontrendanalysis AT jianlingcui testingheteroscedasticityinnonparametricregressionbasedontrendanalysis AT chunweiwang testingheteroscedasticityinnonparametricregressionbasedontrendanalysis |