rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    non sort: An
    title: application of Fourier series smoothing to a diagnostic test of heterocedasticity
  name:
    name part: Liaw, Andy I-Hsuen.
    role:
      role term: creator
  type of resource: text
  genre: bibliography
  origin info:
    place:
      place term: xx
    date issued: 1997
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: print
    extent: x, 89 leaves : illustrations ; 28 cm.
  abstract: A test for heteroscedasticity in linear and nonparametric
  abstract: regression problems is proposed. The test is based on
  abstract: smoothing the residual plot and is an adaptation of the test
  abstract: for "no effect" of Eubank and Hart (1992). A major advantage
  abstract: of the proposed test is that its assumptions about the
  abstract: alternative to homoscedasticity are reduced to requiring that
  abstract: the variance be a piecewise smooth function of some known
  abstract: variable. Additionally, if homoscedasticity is rejected, the
  abstract: test produces a direct estimate of the variance function.
  abstract: The asymptotic null distribution of the test statistic is
  abstract: derived, and the test is shown to be consistent and able to
  abstract: detect local alternatives converging to the null at the rate
  abstract: n-1/2. Based on simulation studies, the test is shown to
  abstract: have reasonable power compared to the parametric test of Cook
  abstract: and Weisberg (1983), when the alternative is of the form
  abstract: specified by the parametric test, and can have power far
  abstract: superior to the parametric test when the alternative is
  abstract: misspecified. It is also shown that for moderate to large
  abstract: sample sizes the test performs better than the nonparametric
  abstract: test based on the rank correlation proposed by Yin and
  abstract: Carroll (1990).
  note: by Andy I-Hsuen Liaw.
  note: Vita.
  note: "Major Subject: Statistics".
  note: Issued also on microfiche from University Microfilms Inc.
  note: Includes bibliographical references: pages 82-85.
  note: Ph. D. Texas A&M University 1997.
  subject:
    topic: Major statistics
  identifier: 98-00770 UMI
  identifier: http://proxy.library.tamu.edu/login
  related item:
    location:
      url: http://proxy.library.tamu.edu/login
  record info:
    record content source: TXA
    record creation date: 980407
    record change date: 20190325093501.0
    record identifier: in00001415122