A fully nonparametric diagnostic test for homogeneity of variances

DOI10.1002/cjs.5550330406zbMath1098.62056OpenAlexW2032169485MaRDI QIDQ5486556

Lan Wang, Xiao-Hua Andrew Zhou

Publication date: 11 September 2006

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.5550330406

zbMATH Keywords

analysis of varianceconstant varianceheteroscedastic errorshealth care costsnearest-neighbour windows

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02) Diagnostics, and linear inference and regression (62J20)

Related Items (5)

Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations ⋮ Two tests for heterocedasticity in nonparametric regression ⋮ A homoscedasticity test for the accelerated failure time model ⋮ A nonparametric hypothesis test for heteroscedasticity ⋮ Test for heteroscedasticity in partially linear regression models

Uses Software

• SemiPar

Cites Work

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• Variance Function Estimation
• Miscellanea. Score tests for heteroscedasticity in wavelet regression
• Testing Heteroscedasticity In Nonparametric Regression
• Non-Parametric Analysis of Covariance
• Semiparametric Regression
• Heteroscedastic One-Way ANOVA and Lack-of-Fit Tests

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