A fully nonparametric diagnostic test for homogeneity of variances
نویسندگان
چکیده
منابع مشابه
A Fully Nonparametric Diagnostic Test For Homogeneity of Variances
For the regression model Yi = m(xi) + σ(xi)2i, i = 1, . . . , m, we propose a new nonparametric diagnostic test for checking the constancy of the conditional variance function σ(x). The proposed test does not assume a known parametric form for the conditional mean function m(x). The test statistic is inspired by recent asymptotic theory in analysis of variance when the number of factor levels i...
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15 صفحه اولA bootstrap test for equality of variances
We introduce a bootstrap procedure to test the hypothesis Ho that K + 1 variances are homogeneous. The procedure uses a variance-based statistic, and is derived from a normal-theory test for equality of variances. The test equivalently expressed the hypothesis as Ho : η = (η1, . . . , ηK+1) = 0, where ηi’s are log contrasts of the population variances. A box-type acceptance region is constructe...
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ژورنال
عنوان ژورنال: Canadian Journal of Statistics
سال: 2005
ISSN: 0319-5724,1708-945X
DOI: 10.1002/cjs.5550330406