一元回归模型中异方差的最长游程检验
A longest run test for heteroscedasticity in univariate regression model
摘要:
本文的范围是介绍一个测试,使检测异方差单变量回归模型。该测试是简单的计算和非常普遍的,因为没有假设的规律性的响应函数或正态性的错误。仿真结果表明,我们的测试公平以及其他不太一般的非参数检验。
英文摘要:
The scope of this paper is the presentation of a test that enables to detect heteroscedasticity in univariate regression model. The test is simple to compute and very general since no hypothesis is made on the regularity of the response function or on the normality of errors. Simulations show that our test fairs well with respect to other less general nonparametric tests.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。