中文摘要：

当处理回归分析时， heteroscedasticity 是作者不得不面对的一个问题。特别如果很少信息都不能预先被得到， heteroscedasticity 的察觉以及统计模型的评价能是甚至更困难的。到这个目的，这份报纸建议能有效地估计 heteroscedastic 功能的一个 quantile 差别方法(QDM ) 。这个方法，从吝啬的回归的评价是完全自由的工作，简单、柔韧、容易实现。而且，没有任何限制， QDM 方法在错误术语启用 heteroscedasticity 的察觉，因而是广泛地适用。值得提及的，基于建议途径评估者是那两个都，吝啬的回归功能和 heteroscedastic 功能能被获得。最后，作者进行一些模拟检验建议方法的表演并且使用一个真实数据做一幅插图。

英文摘要：

When dealing with regression analysis, heteroscedasticity is a problem that the authors have to face with. Especially if little information can be got in advance, detection of heteroscedasticity as well as estimation of statistical models could be even more difficult. To this end, this paper proposes a quantile difference method （QDM） that can effectively estimate the heteroscedastic function. This method, being completely free from the estimation of mean regression function, is simple, robust and easy to implement. Moreover, the QDM method enables the detection of heteroscedasticity without any restrictions on error terms, consequently being widely applied. What is worth mentioning is that based on the proposed approach estimators of both mean regression function and heteroscedastic function can be obtained. In the end, the authors conduct some simulations to examine the performance of the proposed methods and use a real data to make an illustration.