共被期刊论文引用了2次
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| 1 | Testing heteroscedasticity by wavelets in a nonparametric regression model显示文摘In the nonparametric regression models, a homoscedastic structure is usually assumed. However, the homoscedasticity cannot be guaranteed a priori. Hence, testing the heteroscedasticity is needed. In this paper we propose a consistent nonparametric test for heteroscedasticity, based on wavelets. The empirical wavelet coefficients of the conditional variance in a regression model are defined first. Then they are shown to be asymptotically normal, based on which a test statistic for the heteroscedasticity is constructed by using Fan's wavelet thresholding idea. Simulations show that our test is superior to the traditional nonparametric test. | IP Waicheung | 2006 | Science China Mathematics2006，49，9： | 2 |
| 2 | 非参数回归模型异方差的小波检验显示文摘在非参数回归模型的讨论中,通常假定方差具有齐性结构.然而事前并不能保证方差齐性.因此需要检验异方差性.基于小波方法提出了一种相合的非参数异方差检验.首先定义了回归模型的条件方差函数的经验小波系数,然后证明了其渐近正态性.在此基础上,利用Fan的小波收缩的概念,提出了异方差性检验的统计量.模拟结果表明,本检验方法优于传统的非参数检验方法. | 李元 黄香 叶伟彰 | 2006 | 中国科学(A辑)2006，36，10： | 0 |
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