The National Natural Science Foundation of China (No.10671139,11001052);the Natural Science Foundation of Jiangsu Province(No. BK2008284 );China Postdoctoral Science Foundation ( No.20100471365);the Natural Science Foundation of Higher Education Institutions of Jiangsu Province (No. 09KJD110003);Postdoctoral Research Program of Jiangsu Province (No.0901029C)
The differences between two sequences of nonnegative independent and identically distributed random variables with sub-exponential tails and the random index are studied. The random index is a strictly stationary rene...
Supported by the Natural Science Foundation of Jiangsu Province (BK2008284)
The assumption of homoscedasticity has received much attention in classical analysis of regression. Heteroscedasticity tests have been well studied in parametric and nonparametric regressions. The aim of this paper is...