Testing for multivariate heteroscedasticity (Q4832415)

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scientific article; zbMATH DE number 2125059
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English
Testing for multivariate heteroscedasticity
scientific article; zbMATH DE number 2125059

    Statements

    title
    Testing for multivariate heteroscedasticity (English)
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    author
    H. E. T. Holgersson
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    Ghazi Shukur
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    publication date
    4 January 2005
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    zbMATH Keywords
    heteroscedasticity
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    bootstrap
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    Identifiers

    Mathematics Subject Classification ID
    62H15
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    62E20
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    62J05
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    zbMATH DE Number
    2125059
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    Wikidata QID
    Q56385196
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