A Parametric Bootstrap Test for Comparing Heteroscedastic Regression Models
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Publication:3625366
DOI10.1080/03610910902737077zbMath1163.62022OpenAlexW2060401191MaRDI QIDQ3625366
Albert Vexler, Chang-Xing Ma, Lili Tian
Publication date: 12 May 2009
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910902737077
Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40)
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Cites Work
- A parametric bootstrap approach for ANOVA with unequal variances: fixed and random models
- Testing equality of regression coefficients in heteroscedastic normal regression models
- A Test for the Equality of Parameters for Separate Regression Models in the Presence of Heteroskedasticity
- Testing Regression Equality with Unequal Variances
- Use of the Chow Test under Heteroscedasticity
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