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Revision as of 14:36, 5 March 2024

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Robust Tests for Heteroscedasticity Based on Regression Quantiles
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    Robust Tests for Heteroscedasticity Based on Regression Quantiles (English)
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    1982
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    linear models
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    Gaussian hypotheses
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    error process
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    conditional quantile function
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    asymptotic theory
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    contaminated distributions
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    Pitman-ARE
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