Nonparametric Subset Scanning for Detection of Heteroscedasticity

DOI10.1080/10618600.2022.2026779OpenAlexW4206247116MaRDI QIDQ5057091

Charles R. Doss, Edward McFowland III

Publication date: 15 December 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10618600.2022.2026779

zbMATH Keywords

regressionscan statisticsmodel diagnosticsanomaly detection

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• Diagnostics for heteroscedasticity in regression
• A Test for Heteroscedasticity Based on Ordinary Least Squares Residuals
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Asymmetric Least Squares Estimation and Testing
• Estimation of heteroscedasticity in regression analysis
• A note on Studentizing a test for heteroscedasticity
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• Testing Heteroscedasticity In Nonparametric Regression
• Stabilizing heteroscedasticity for butterfly-distributed residuals by the weighting absolute centered external variable
• Regression Analysis by Example
• Fast Subset Scan for Spatial Pattern Detection
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