A new test to detect monotonic and non-monotonic types of heteroscedasticity

作者：Celik Resit^*

来源：Journal of Applied Statistics, 2017, 44(2): 342-361.

DOI：10.1080/02664763.2016.1169258

• Monotonic heteroscedasticity
• non-monotonic heteroscedasticity
• heteroscedasticity tests
• absolute transformed centered external variable

A direct parametric test is proposed to detect monotonic and non-monotonic types of heteroscedasticity. After giving brief information about non-monotonic types of heteroscedasticity, the test algorithm is introduced. Proposed test and usual heteroscedasticity tests are compared on monotonic and non-monotonic types of heteroscedasticity in real and artificial data.

• 出版日期2017