Testing for constant variance in a linear model. (English) Zbl 0901.62064
Summary: A nonparametric test of constant variance for the errors in a linear model is constructed through nonparametric smoothing of the residuals on a suitably transformed scale. Standard results on quadratic forms allow accurate distributional calculations to be made.
Keywords:
homoscedasticity; nonparametric regression; reference band; variance; linear model; quadratic forms allowReferences:
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