The assumption of homoscedasticity has received much attention in classical analysis of regression.Heteroscedasticity tests have been well studied in parametric and nonparamet-ric regressions.The aim of this paper is to present a test of heteroscedasticity for nonlinear semiparametric regression models with nonparametric variance function.The validity of the proposed test is illustrated by two simulated examples and a real data example.
