Testing for heteroscedasticity occuring at unknown points

DOI10.1080/03610928808829206MaRDI QIDQ3750814zbMATH OpenOpenAlexFDO

Authors Brendan McCabe

Publication date 1986

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928808829206

zbMATH Keywords

b testb-max testheteroscedasticityMonte Carlo evidencemost powerful testsoutliersspacings

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05)

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Cites work

• A comparison of the power of some tests for heteroskedasticity in the general linear model
• A robustness property of the tests for serial correlation
• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• A Test for Heteroscedasticity Based on Ordinary Least Squares Residuals
• Locally robust tests for serial correlation in least squares regression
• Robust tests for spherical symmetry and their application to least squares regression

Cited in

(1)

• Simulation-based finite-sample tests for heteroskedasticity and ARCH effects

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