A diagnostic for heteroscedasticity based on the Spearman rank correlation
DOI10.1016/0167-7152(90)90114-MzbMATH Open0716.62066OpenAlexW2036908389MaRDI QIDQ753355FDOQ753355
Authors: D. Kharzeev 
Publication date: 1990
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(90)90114-m
Recommendations
- ESTIMATES OF STANDARD DEVIATION OF SPEARMAN'S RANK CORRELATION COEFFICIENTS WITH DEPENDENT OBSERVATIONS
- Diagnostics for heteroscedasticity in regression
- Rank-Based Analysis of the Heteroscedastic Linear Model
- scientific article; zbMATH DE number 1321829
- Covariate-adjusted Spearman's rank correlation with probability-scale residuals
limit distributionrobustnessinfluence functionscore testSpearman correlationvariance functionsPearson correlationdiagnostic for heteroscedasticityleverage pointsoutlying residualssclar predictorsquared residuals
Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
- Title not available (Why is that?)
- Using residuals robustly I: Tests for heteroscedasticity, nonlinearity
- Title not available (Why is that?)
- Title not available (Why is that?)
- Diagnostics for heteroscedasticity in regression
- Variance functions and the minimum detectable concentration in assays
- k-statistics and dispersion effects in regression
This page was built for publication: A diagnostic for heteroscedasticity based on the Spearman rank correlation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q753355)
