A new test to detect monotonic and non-monotonic types of heteroscedasticity

DOI10.1080/02664763.2016.1169258MaRDI QIDQ5138537zbMATH OpenOpenAlexFDO

Authors Reşit Çelik

Publication date 4 December 2020

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2016.1169258

zbMATH Keywords

absolute transformed centered external variableheteroscedasticity testsmonotonic heteroscedasticitynon-monotonic heteroscedasticity

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• Applied Linear Regression
• Estimating Regression Models with Multiplicative Heteroscedasticity
• Handbook of Regression and Modeling
• scientific article; zbMATH DE number 42417 (Why is no real title available?)
• Regression Analysis by Example
• Stabilizing heteroscedasticity for butterfly-distributed residuals by the weighting absolute centered external variable
• Statistics and Data Analysis for Financial Engineering
• Testing for heteroscedasticity in regression models
• Testing for multiplicative heteroskedasticity

Cited in

(2)

• RCEV heteroscedasticity test based on the studentized residuals
• A review and comparison of methods of testing for heteroskedasticity in the linear regression model

Describes a project that uses

Uses Software

• alr3
• SAS

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