Testing for heteroscedasticity occuring at unknown points

DOI10.1080/03610928808829206zbMath0611.62059OpenAlexW2070479692MaRDI QIDQ3750814

B. P. M. 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

outliersheteroscedasticityspacingsmost powerful testsMonte Carlo evidenceb testb-max test

Mathematics Subject Classification ID

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

Related Items

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

Cites Work

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