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On robust tests for heteroscedasticity

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Publication:1149205
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DOI10.1214/aos/1176345349zbMath0453.62029OpenAlexW1994233505MaRDI QIDQ1149205

David Ruppert, Raymond J. Carroll

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/1176345349

zbMATH Keywords

heteroscedasticityM-estimatesrobust testsgeneral linear model


Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Analysis of variance and covariance (ANOVA) (62J10)


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