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

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Çelik R.

JOURNAL OF APPLIED STATISTICS, cilt.44, ss.342-361, 2017 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 44
  • Basım Tarihi: 2017
  • Doi Numarası: 10.1080/02664763.2016.1169258
  • Dergi Adı: JOURNAL OF APPLIED STATISTICS
  • Sayfa Sayısı: ss.342-361

Özet

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.