Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models

DOI10.1016/j.csda.2005.06.013zbMath1446.62196OpenAlexW1974360228MaRDI QIDQ959403

Bo-Cheng Wei, Jin-Guan Lin

Publication date: 11 December 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2005.06.013

zbMATH Keywords

simulationheteroscedasticitynonlinear modelsscore testlocal powerAR(1) errorsnoncentral \(\chi ^{2}\) approximationresidual plots

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Parametric hypothesis testing (62F03) General nonlinear regression (62J02)

Related Items (6)

Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors ⋮ Asymptotic properties of the score test for varying dispersion in exponential family nonlinear models ⋮ Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors ⋮ Statistical inference for the extended generalized inverse Gaussian model ⋮ Heteroscedasticity diagnostics for \(t\) linear regression models ⋮ Approximation of powers of some tests in one-way MANOVA type multivariate generalized linear model

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