A diagnostic for heteroscedasticity based on the Spearman rank correlation

DOI10.1016/0167-7152(90)90114-MzbMath0716.62066OpenAlexW2036908389MaRDI QIDQ753355

D. Kharzeev

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90114-m

zbMATH Keywords

robustnessinfluence functionscore testlimit distributionvariance functionsSpearman correlationPearson correlationdiagnostic for heteroscedasticityleverage pointsoutlying residualssclar predictorsquared residuals

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Diagnostics, and linear inference and regression (62J20)

Cites Work

• Diagnostics for heteroscedasticity in regression
• k-statistics and dispersion effects in regression
• Using residuals robustly I: Tests for heteroscedasticity, nonlinearity
• Variance functions and the minimum detectable concentration in assays
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A diagnostic for heteroscedasticity based on the Spearman rank correlation