1993•Journal of the Royal Statistical Society Series B (Statistical Methodology)Requires access

Detecting Heteroscedasticity in Nonparametric Regression

Randall L. Eubank, Will Thomas

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.

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Key concepts: Heteroscedasticity, Nonparametric statistics, Statistics, Nonparametric regression, Econometrics, Mathematics, Regression analysis, Regression