On robust tests for heteroscedasticity
From MaRDI portal
Publication:1149205
DOI10.1214/aos/1176345349zbMath0453.62029OpenAlexW1994233505MaRDI QIDQ1149205
David Ruppert, Raymond J. Carroll
Publication date: 1981
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345349
Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Analysis of variance and covariance (ANOVA) (62J10)
Related Items
The power and robustness properties of tests for heteroskedasticity when the regressors are trended, A simple test for the parametric form of the variance function in nonparametric regression, Generalized LM tests for functional form and heteroscedasticity, A note on Studentizing a test for heteroscedasticity, Rank tests in heteroscedastic linear model with nuisance parameters, Information Ratio Test for Model Misspecification in Quasi-Likelihood Inference, Heteroscedasticity checks for regression models