Corrected modified profile likelihood heteroskedasticity tests (Q1613088)

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scientific article; zbMATH DE number 1796752
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English
Corrected modified profile likelihood heteroskedasticity tests
scientific article; zbMATH DE number 1796752

    Statements

    Corrected modified profile likelihood heteroskedasticity tests (English)
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    5 September 2002
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    Bartlett correction
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    heteroskedasticity
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    likelihood ratio test
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    nuisance parameters
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    profile likelihood
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    Identifiers