Dette, Holger; Marchlewski, Mareen; Wagener, Jens - In: Annals of the Institute of Statistical Mathematics 64 (2012) 5, pp. 1045-1070
In the common nonparametric regression model, we consider the problem of testing the hypothesis that the coefficient of the scale and location function is constant. The test is based on a comparison of the standardized (by a local linear estimate of the scale function) observations with their...