Detecting heteroscedasticity in nonparametric regression /

Bibliographic Details
Main Authors:	Eubank, Randall L., 1952- (Author), Thomas, William (Author)
Format:	Book
Language:	English
Published:	College Station, Texas : Department of Statistics, Texas A & M University, [1989]
Series:	Technical report (Texas A & M University. Department of Statistics) ; no. 83.
Subjects:	Heteroscedasticity. Regression analysis. Nonparametric statistics. Statistical hypothesis testing. Asymptotic distribution (Probability theory) Smoothing (Statistics) Spline theory. Mathematical statistics. Statistics > Nonparametric inference > Nonparametric regression. Statistics > Linear inference, regression > Diagnostics. Diagnostic plot Score test

Description
Abstract:	Diagnostic tests and plots are proposed to assess the presence of heteroscedasticity in nonparametric regression. The large sample properties of a class of test statistics are derived under local alternatives to the hypothesis of homogeneous variances. A small simulation indicates these tests have reasonable power. New diagnostic plots are proposed and illustrated with an example.
Physical Description:	12 leaves, 6 unnumbered leaves : illustrations ; 28 cm
Bibliography:	Includes bibliographical references (leaf 12).