Heteroscedasticity testing after outlier removal (Q5861048): Difference between revisions

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+A study of several new and existing tests for heteroscedasticity in the general linear model
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+An outlier-resistant test for heteroscedasticity in linear models
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+Exponential inequalities for self-normalized martingales with applications
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+Corrigendum to: ``Analysis of the forward search using some new results for martingales and empirical processes''
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+A Simple Test for Heteroscedasticity and Random Coefficient Variation
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+Valid Inference Corrected for Outlier Removal
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+Testing for fundamental vector moving average representations
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+Q3433854
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+Q3099632
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+Robust Statistics
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+Robustifying Glejser test of heteroskedasticity
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+Q4593677
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+Analysis of the forward search using some new results for martingales and empirical processes
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+Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models
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+Weak convergence of randomly weighted dependent residual empiricals with applications to autoregression
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+MODEL SELECTION AND INFERENCE: FACTS AND FICTION
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+Robust Statistics
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+Resurrecting weighted least squares
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+Least Median of Squares Regression
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+A journey in single steps: robust one-step \(M\)-estimation in linear regression
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+High breakdown-point and high efficiency robust estimates for regression
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