Rejection rates of bootstrapped and exact heteroskedasticity tests in response to skedastic function and normal or skewed disturbances

DOI10.1080/03610918.2021.1915335OpenAlexW3160478423MaRDI QIDQ6172635

Unnamed Author, Eric P. Smith

Publication date: 20 July 2023

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2021.1915335

zbMATH Keywords

bootstrapnormalityMonte Carlo simulationpowertest sizeheteroskedasticity test

Mathematics Subject Classification ID

Statistics (62-XX)

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