Testing for heteroscedasticity in regression models

DOI10.1080/0266476022000018475MaRDI QIDQ90691zbMATH OpenOpenAlexFDO

Authors Maria Carapeto, William R. Holt, Maria Carapeto, William R. Holt

Publication date January 2003

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/0266476022000018475

Mathematics Subject Classification ID

Statistics (62-XX)

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(20)

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• A test for heteroscedasticity in functional linear models
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• Testing heteroskedasticity for predictive regressions with nonstationary regressors
• Testing heteroscedasticity in partially linear regression models
• A new test to detect monotonic and non-monotonic types of heteroscedasticity
• A test for heteroscedasticity and non-normality of regression residuals: a practical approach
• A robust modification of the Goldfeld-Quandt test for the detection of heteroscedasticity in the presence of outliers
• scientific article; zbMATH DE number 7376760 (Why is no real title available?)
• RCEV heteroscedasticity test based on the studentized residuals
• Tests for regression models with heteroskedasticity of unknown form
• Diagnostics for heteroscedasticity in regression
• Heteroscedastic additive models: estimating the fixed effects and covariance matrix parameters
• Test for heteroscedasticity in partially linear regression models
• skedastic
• An alternative method correcting BDR type of heteroskedasticity by the weighting re-estimated absolute residuals

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