Testing for multivariate heteroscedasticity (Q4832415): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / Wikidata QID
 
Property / Wikidata QID: Q56385196 / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2020999210 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Using residuals robustly I: Tests for heteroscedasticity, nonlinearity / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simple Test for Heteroscedasticity and Random Coefficient Variation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Should stochastic or non-stochastic exogenous variables be used in Monte Carlo experiments? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing autocorrelation in a system perspective testing autocorrelation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping regression models / rank
 
Normal rank
Property / cites work
 
Property / cites work: An extension of a standard test for heteroskedasticity to a systems framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Tests for Heteroscedasticity Based on Regression Quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear Statistical Inference and its Applications / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 16:00, 7 June 2024

scientific article; zbMATH DE number 2125059
Language Label Description Also known as
English
Testing for multivariate heteroscedasticity
scientific article; zbMATH DE number 2125059

    Statements

    Identifiers