The Laplace likelihood ratio test for heteroscedasticity
From MaRDI portal
Publication:554788
DOI10.1155/2011/249564zbMath1434.62029OpenAlexW1969533408WikidataQ58687696 ScholiaQ58687696MaRDI QIDQ554788
Publication date: 22 July 2011
Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2011/249564
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The impact of Levene's test of equality of variances on statistical theory and practice
- Testing for ARCH in the presence of a possibly misspecified conditional mean
- Comparing variances and other measures of dispersion
- Robust Tests for the Equality of Variances
- The Ratio of the Geometric Mean to the Arithmetic Mean for a Random Sample from a Gamma Distribution
- On the products of powers of generalized dirichlet components with an application
- The Distribution of Products of Beta, Gamma and Gaussian Random Variables
- Properties of sufficiency and statistical tests
- A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
- NON-NORMALITY AND TESTS ON VARIANCES
This page was built for publication: The Laplace likelihood ratio test for heteroscedasticity
