Asymptotically optimal tests for heteroscedasticity in the general linear model

DOI10.1214/AOS/1176345402zbMath0513.62044OpenAlexW1981535279MaRDI QIDQ1050725

Thomas Hammerstrom

Publication date: 1981

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345402

zbMATH Keywords

heteroscedasticityasymptotically optimal testslinearityrobust testsgeneral linear modellocally asymptotically normalasymptotically uniformly most powerful

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Analysis of variance and covariance (ANOVA) (62J10) Asymptotic properties of parametric tests (62F05)

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