Journal Article

·2016

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

Reşit Çelik YTU

Journal of Applied Statistics

Abstract

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.

Keywords

Heteroscedasticity Monotonic function Econometrics Parametric statistics Mathematics Statistics Test (biology) Computer science

Subject Areas

Advanced Statistical Methods and Models ·Statistics and Probability ·Physical Sciences
Fuzzy Systems and Optimization ·Statistics and Probability ·Physical Sciences
Statistical Methods and Inference ·Statistics and Probability ·Physical Sciences

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