影响因子：0.0
DOI码：10.16152/j.cnki.xdxbzr.2011.01.032
发表刊物：Journal of Northwest University (Natural Science Edition)
关键字：nonparametric regression model; random design; variance change; Brown bridge
摘要：Aim To test the variance change in nonparametric regression model in a random design． Methods The residual sequence is obtained by local linear methods and the CUSUM of squares test statistics is established based on the square of residual． Results It is shown that under certain conditions，the distribution of the test statistics converges at the supremum of a standard Brown bridge． Conclusion Local linear model can be used in random design and fixed dosign． The method turns out to be effective after being tested on simulated examples.
论文类型：期刊论文
论文编号：1000-274X(2011)01-0015-04
卷号：41
期号：1
页面范围：15-18
ISSN号：1000-274X
是否译文：否
第一作者：Wenzhi Zhao
合写作者：Zhiming Xia