Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression (Q4844050): Difference between revisions

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Latest revision as of 23:50, 19 March 2024

scientific article; zbMATH DE number 787384
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English
Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression
scientific article; zbMATH DE number 787384

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    Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression (English)
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    17 August 1995
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    heteroscedasticity
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    profile likelihood ratio test
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    risk of a security
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    score test
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    studentized score test
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