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dc.contributor.authorDette, Holgerde
dc.contributor.authorMarchlewski, Mareende
dc.date.accessioned2009-10-29T10:12:31Z-
dc.date.available2009-10-29T10:12:31Z-
dc.date.issued2009-07-09de
dc.identifier.urihttp://hdl.handle.net/2003/26484-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-12671-
dc.description.abstractWe consider a nonparametric location scale model and propose a new test for homoscedasticity (constant scale function). The test is based on an estimate of a deterministic function which vanishes if and only if the hypothesis of a constant scale function is satisfied and an empirical process estimating this function is investigated. Weak convergence to a scaled Brownian bridge is established, which allows a simple calculation of critical values. The new test can detect alternatives converging to the null hypothesis at a rate n^(-1/2) and is robust with respect to the presence of outliers. The finite sample properties are investigated by means of a simulation study, and the test is compared with some non-robust tests for a constant scale function, which have recently been proposed in the literature.en
dc.language.isoende
dc.relation.ispartofseriesDiscussion Paper / SFB 823; 9/2009de
dc.subjectBrownian Bridgeen
dc.subjectnonparametric regressionen
dc.subjectrobust test for heteroscedasticityen
dc.subjectscale checken
dc.subject.ddc310de
dc.subject.ddc330de
dc.subject.ddc620de
dc.titleA robust test for homoscedasticity in nonparametric regressionen
dc.typeTextde
dc.type.publicationtypereportde
dcterms.accessRightsopen access-
Appears in Collections:Sonderforschungsbereich (SFB) 823

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