A new test to detect monotonic and non-monotonic types of heteroscedasticity

DOI10.1080/02664763.2016.1169258OpenAlexW2324490858MaRDI QIDQ5138537

Reşit Çelik

Publication date: 4 December 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2016.1169258

zbMATH Keywords

absolute transformed centered external variableheteroscedasticity testsmonotonic heteroscedasticitynon-monotonic heteroscedasticity

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

RCEV heteroscedasticity test based on the studentized residuals

Uses Software

• alr3
• SAS

Cites Work

• Unnamed Item
• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• Testing for heteroscedasticity in regression models
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Testing for multiplicative heteroskedasticity
• Statistics and Data Analysis for Financial Engineering
• Handbook of Regression and Modeling
• Estimating Regression Models with Multiplicative Heteroscedasticity
• Applied Linear Regression
• Stabilizing heteroscedasticity for butterfly-distributed residuals by the weighting absolute centered external variable
• Regression Analysis by Example

This page was built for publication: A new test to detect monotonic and non-monotonic types of heteroscedasticity