Detecting heteroscedasticity in a simple regression model via quantile regression slopes

DOI10.1080/10629360500107923zbMath1111.62057OpenAlexW2127170321MaRDI QIDQ5485069

H. J. Keselman, Rand R. Wilcox

Publication date: 28 August 2006

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10629360500107923

zbMATH Keywords

bootstrap methodstests of independence

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items (1)

The Lee-Carter quantile mortality model

This page was built for publication: Detecting heteroscedasticity in a simple regression model via quantile regression slopes