Heteroscedasticity diagnostics for \(t\) linear regression models
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Publication:745477
DOI10.1007/s00184-008-0179-2zbMath1433.62205MaRDI QIDQ745477
Li Xing Zhu, Jin-Guan Lin, Feng-Chang Xie
Publication date: 14 October 2015
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-008-0179-2
asymptotic properties; heteroscedasticity; score test; approximate local powers; simulation studies; \(t\) regression models; adjusted score test
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