one kind of heteroscedasticity testing method was proposed through extreme value theory and extreme value index estimator.
应用极值理论,通过极值指数估计量,提出了一种可行的对异方差的检验方法。
however, in practice many parameters do not satisfy those hypothesized distribution. in order to handle the defect of normal heteroscedasticity testing means, we pose a new mean, that is runs test.