Detecting Heteroscedasticity in Nonparametric Regression

R. L. Eubank; W.K. Thomas

doi:10.1111/j.2517-6161.1993.tb01474.x

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Detecting Heteroscedasticity in Nonparametric Regression

R. L. Eubank W.K. Thomas

Year: 1993 Journal: Journal of the Royal Statistical Society Series B (Statistical Methodology) Vol: 55 (1)Pages: 145-155 Publisher: Oxford University Press

DOI: 10.1111/j.2517-6161.1993.tb01474.x

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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.

Keywords:

Heteroscedasticity Nonparametric statistics Statistics Nonparametric regression Econometrics Mathematics Regression analysis Regression Statistical hypothesis testing

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Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Optimal Experimental Design Methods

Social Sciences → Decision Sciences → Management Science and Operations Research

Detecting Heteroscedasticity in Nonparametric Regression

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