Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression (Q4844050)
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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 |
Statements
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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0.8745758533477783
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0.8745757341384888
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0.8261445760726929
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0.7650360465049744
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0.7573381662368774
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