Robust Tests for Heteroscedasticity Based on Regression Quantiles
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Publication:3940647
DOI10.2307/1912528zbMath0482.62023OpenAlexW2061960194MaRDI QIDQ3940647
Gilbert Jun. Bassett, Roger W. Koenker
Publication date: 1982
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/ae38146c504514a36f758bbc6efbd91eda59801c
linear modelsasymptotic theoryconditional quantile functioncontaminated distributionserror processPitman-AREGaussian hypotheses
Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
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