An outlier-resistant test for heteroscedasticity in linear models
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Publication:5130277
DOI10.1080/02664763.2015.1004623OpenAlexW2051923604MaRDI QIDQ5130277
Publication date: 4 November 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2015.1004623
Related Items (6)
An automated robust algorithm for clustering multivariate data ⋮ Appraisal of excess Kurtosis through outlier-modified GARCH-type models ⋮ An adaptive weighted least squares ratio approach for estimation of heteroscedastic linear regression model in the presence of outliers ⋮ Rejection rates of bootstrapped and exact heteroskedasticity tests in response to skedastic function and normal or skewed disturbances ⋮ Back propagation neural networks and multiple regressions in the case of heteroskedasticity ⋮ Heteroscedasticity testing after outlier removal
Uses Software
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