Detecting heteroscedasticity in a simple regression model via quantile regression slopes

DOI10.1080/10629360500107923zbMATH Open1111.62057OpenAlexW2127170321MaRDI QIDQ5485069FDOQ5485069

Authors: Rand R. Wilcox, H. J. Keselman 

Publication date: 28 August 2006

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10629360500107923

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zbMATH Keywords

bootstrap methodstests of independence

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

Cited In (2)

• A quasi-residuals method
• The Lee-Carter quantile mortality model

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