A diagnostic for heteroscedasticity based on the Spearman rank correlation

DOI10.1016/0167-7152(90)90114-MzbMath0716.62066MaRDI QIDQ753355

D. Kharzeev

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

robustness; influence function; score test; limit distribution; variance functions; Spearman correlation; Pearson correlation; diagnostic for heteroscedasticity; leverage points; outlying residuals; sclar predictor; squared residuals

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62J05: Linear regression; mixed models

62F03: Parametric hypothesis testing

62F35: Robustness and adaptive procedures (parametric inference)

62J20: Diagnostics, and linear inference and regression