A diagnostic for heteroscedasticity based on the Spearman rank correlation (Q753355)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A diagnostic for heteroscedasticity based on the Spearman rank correlation |
scientific article |
Statements
A diagnostic for heteroscedasticity based on the Spearman rank correlation (English)
0 references
1990
0 references
robustness
0 references
variance functions
0 references
sclar predictor
0 references
diagnostic for heteroscedasticity
0 references
score test
0 references
Pearson correlation
0 references
squared residuals
0 references
outlying residuals
0 references
leverage points
0 references
Spearman correlation
0 references
limit distribution
0 references
influence function
0 references
