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

DOI10.1080/02664763.2016.1169258OpenAlexW2324490858MaRDI QIDQ5138537FDOQ5138537

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

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zbMATH Keywords

absolute transformed centered external variableheteroscedasticity testsmonotonic heteroscedasticitynon-monotonic heteroscedasticity

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Applied Linear Regression
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Testing for multiplicative heteroskedasticity
• Title not available (Why is that?)
• Estimating Regression Models with Multiplicative Heteroscedasticity
• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• Testing for heteroscedasticity in regression models
• Regression Analysis by Example
• Statistics and Data Analysis for Financial Engineering
• Stabilizing heteroscedasticity for butterfly-distributed residuals by the weighting absolute centered external variable
• Handbook of Regression and Modeling

Cited In (1)

• RCEV heteroscedasticity test based on the studentized residuals

Uses Software

• alr3
• SAS

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