Heteroscedasticity checks for regression models

来源 :中国科学：数学英文版 | 被引量 : 0次 | 上传用户：y317145569

【摘要】

：

For checking on heteroscedasticity in regression models, a unified approach is proposed to constructing test statistics in parametric and nonparametric regressi

【作者】

：

ZHU Lixing

【机构】

：

1.InstituteofAppliedMathematics,2.DepartmentofStatisticsandActuarialScience,3.DepartmentofMathematic

【出处】

：

中国科学：数学英文版

【发表日期】

：

2001年10期

【关键词】

：

自举实验过程 heterosdasticity bootstrap empirical process heterosdasticity

【基金项目】

：

国家自然科学基金，香港大学校科研和教改项目

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For checking on heteroscedasticity in regression models, a unified approach is proposed to constructing test statistics in parametric and nonparametric regression models. For nonparametric regression, the test is not affected sensitively by the choice of

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Heteroscedasticity checks for regression models

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