Heteroscedasticity check in nonlinear semiparametric models based on nonparametric variance function

摘要

The assumption of homoscedasticity has received much attention in classical analysis of regression.Heteroscedasticity tests have been well studied in parametric and nonparamet-ric regressions.The aim of this paper is to present a test of heteroscedasticity for nonlinear semiparametric regression models with nonparametric variance function.The validity of the proposed test is illustrated by two simulated examples and a real data example.