A diagnostic for heteroscedasticity based on the Spearman rank correlation (Q753355)
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scientific article; zbMATH DE number 4180583
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A diagnostic for heteroscedasticity based on the Spearman rank correlation |
scientific article; zbMATH DE number 4180583 |
Statements
A diagnostic for heteroscedasticity based on the Spearman rank correlation (English)
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1990
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robustness
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variance functions
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sclar predictor
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diagnostic for heteroscedasticity
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score test
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Pearson correlation
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squared residuals
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outlying residuals
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leverage points
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Spearman correlation
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limit distribution
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influence function
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0.87572825
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0.8666199
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0.8658128
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