Supplementary Material of Absolute Neighbour Difference based Correlation T est for Detecting Heteroscedastic Relationships

According to the Cauchy Schwarz inequality, it should also have a value between 1. 2 Second, consider the numerator of (7). For M > 2, it can be proved in the same way as above. White test was set to be 15, otherwise it may fail to detect the heteroscedasticity of the residuals. This is because when 99% or even 99.9% of the variance of Four existing association measures were also implemented for make comparisons with the proposed method. These approaches are typical and well-established.