Forms

For n 50

h ( X ) = g e x p ( c X )

h ( X ) = g ( 1 + c s i n ( 10 X ) ) 2

h ( X ) = g ( 1 + c X ) 2

Classification in ascending order of test sensitivity

(*: the test accepts H0)

1) Levene, Bartlette and Goldfeld-Quandt

1) Levene

1) Bartlette, Goldfeld-Quandt and Levene

2) Li and Yao

2) Goldfeld-Quandt

2) Gleisjer

3) Breush

3) Li and Yao

3) White

4) Gleisjer

4) White*

4) Breush

5) White

5) Gleisjer*

5) Li and Yao

6) Our proposal

6) Breush*

6) Our proposal

7) Our proposal*

8) Bartlette*