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Testing heteroscedasticity in nonparametric regression models based on residual analysis
  • ISSN号：1005-1031
  • 期刊名称：APPLIED MATHEMATICS-A JOURNAL OF CHINESE UNIVERSIT
  • 时间：0
  • 页码：265-272
  • 语言：中文
  • 分类：O212.7[理学—概率论与数理统计;理学—数学]
  • 作者机构：[1]School of Science, Xi＇an Jiaotong University, Xi＇an 710049, China, Xinhua News Agency, Beijing100803, China, [2]School of Science, Xi＇an Jiaotong University, Xi＇an 710049, China
  • 相关基金：Supported by the National Natural Science Foundation of China （10531030）
  • 相关项目：预防和控制突发恶性传染病的动力学机制和数学方法
作者： Mei Chang-lin|Zhang Lei|
关键词： 异方差性, 非参数衰退, 残差分析, 非参数统计, heteroscedasticity, nonparametric regression, residual analysis
中文摘要：

因为为回归功能的有效推理要求 heteroscedasticity 应该被考虑，在回归分析检测 heteroscedasticity 的重要性广泛地被认出。在这篇论文，为 heteroscedasticity 的简单测试基于剩余分析在非参量的回归被建议。而且，有有 Dette 和 Munk 的比较的一些模拟是方法被进行评估建议测试的表演。结果证明在这篇论文的方法相当令人满意地表现并且在一些情况中是比 Dette 和 Munk 的方法更强大的。

英文摘要：

The importance of detecting heteroscedasticity in regression analysis is widely recognized because efficient inference for the regression function requires that heteroscedasticity should be taken into account. In this paper, a simple test for heteroscedasticity is proposed in nonparametric regression based on residual analysis. Furthermore, some simulations with a comparison with Dette and Munk＇s method are conducted to evaluate the performance of the proposed test. The results demonstrate that the method in this paper performs quite satisfactorily and is much more powerful than Dette and Munk＇s method in some cases.

同期刊论文项目
预防和控制突发恶性传染病的动力学机制和数学方法
期刊论文 79 获奖 1 著作 2
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期刊信息
  • 《高校应用数学学报：英文版（B辑）》
  • 主管单位:教育部
  • 主办单位:浙江大学 中国工业与应用数学学会
  • 主编：林正炎 李大潜
  • 地址：杭州玉泉浙江大学数学系
  • 邮编：310027
  • 邮箱：amjcu B@eju.edu.cn
  • 电话：0571-87951602
  • 国际标准刊号：ISSN：1005-1031
  • 国内统一刊号：ISSN：33-1171/O
  • 邮发代号:
  • 获奖情况:
  • 国内外数据库收录:
  • 美国数学评论（网络版）,德国数学文摘,荷兰文摘与引文数据库,美国科学引文索引（扩展库）
  • 被引量:26