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

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dc.contributor.authorCelik, Resit
dc.date.accessioned2026-06-27T13:57:48Z
dc.date.issued2017
dc.description.abstractA 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.en
dc.description.urihttps://doi.org/10.1080/02664763.2016.1169258
dc.identifier.doi10.1080/02664763.2016.1169258
dc.identifier.eissn1360-0532
dc.identifier.endpage361
dc.identifier.issn0266-4763
dc.identifier.issue2
dc.identifier.startpage342
dc.identifier.urihttps://hdl.handle.net/20.500.14981/55970
dc.identifier.volume44
dc.identifier.wos000394567300009
dc.language.isoeng
dc.publisherTAYLOR & FRANCIS LTD
dc.relation.ispartofJOURNAL OF APPLIED STATISTICS
dc.subjectMonotonic heteroscedasticity
dc.subjectnon-monotonic heteroscedasticity
dc.subjectheteroscedasticity tests
dc.subjectabsolute transformed centered external variable
dc.subjectMathematics
dc.titleA new test to detect monotonic and non-monotonic types of heteroscedasticity
dc.typeArticle
dspace.entity.typePublication
local.import.sourceWOS

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