Profiling heteroscedasticity in linear regression models
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Publication:90754
DOI10.1002/CJS.11252zbMATH Open1321.62082OpenAlexW1664416131MaRDI QIDQ90754FDOQ90754
Peter X.-K. Song, Mary E. Thompson, Peter X.-K. Song, Mary E. Thompson, Qian M. Zhou, Qian M. Zhou
Publication date: 15 July 2015
Published in: The Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2027.42/113149
heteroscedasticityhybrid testinformation ratiolinear regression modelsmodel-based estimatorssandwich estimatorsscreeningweighted least squares
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Cited In (6)
- Rejection rates of bootstrapped and exact heteroskedasticity tests in response to skedastic function and normal or skewed disturbances
- Heteroscedasticity diagnostics in two-phase linear regression models
- Score tests for scale effects, with application to genomic analysis
- Goodness-of-fit test for specification of semiparametric copula dependence models
- skedastic
- Adapting for heteroscedasticity in linear models
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