Testing for heteroscedasticity in regression models

DOI10.1080/0266476022000018475MaRDI QIDQ90691zbMATH OpenOpenAlexFDO

Authors 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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Cited in

(21)

• A test for heteroscedasticity in functional linear models
• Test for heteroscedasticity in partially linear regression models
• Testing heteroscedasticity in partially linear regression models
• Testing heteroskedasticity for predictive regressions with nonstationary regressors
• A conservative test and confidence region for comparing heteroscedastic regressions
• An alternative method correcting BDR type of heteroskedasticity by the weighting re-estimated absolute residuals
• Back propagation neural networks and multiple regressions in the case of heteroskedasticity
• scientific article; zbMATH DE number 7376760 (Why is no real title available?)
• Stabilizing heteroscedasticity for butterfly-distributed residuals by the weighting absolute centered external variable
• A new test to detect monotonic and non-monotonic types of heteroscedasticity
• Heteroscedastic additive models: estimating the fixed effects and covariance matrix parameters
• A robust modification of the Goldfeld-Quandt test for the detection of heteroscedasticity in the presence of outliers
• scientific article; zbMATH DE number 6295985 (Why is no real title available?)
• scientific article; zbMATH DE number 5251887 (Why is no real title available?)
• Detecting heteroscedasticity in a simple regression model via quantile regression slopes
• RCEV heteroscedasticity test based on the studentized residuals
• A review and comparison of methods of testing for heteroskedasticity in the linear regression model
• A test for heteroscedasticity and non-normality of regression residuals: a practical approach
• Diagnostics for heteroscedasticity in regression
• skedastic
• Tests for regression models with heteroskedasticity of unknown form

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