Simulation‐based tests for heteroskedasticity in linear regression models: Some further results (Q5469920): Difference between revisions

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Property / author: Leslie G. Godfrey / rank
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Property / author: Chris D. Orme / rank
 
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Latest revision as of 14:36, 24 June 2024

scientific article; zbMATH DE number 5027220
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English
Simulation‐based tests for heteroskedasticity in linear regression models: Some further results
scientific article; zbMATH DE number 5027220

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    Simulation‐based tests for heteroskedasticity in linear regression models: Some further results (English)
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    26 May 2006
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    bootstrap
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    distributional assumptions
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    exact tests
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    Monte Carlo tests
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    Koenker's statistic
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