A diagnostic for heteroscedasticity based on the Spearman rank correlation
type: Item
instance of: scholarly article
title: A diagnostic for heteroscedasticity based on the Spearman rank correlation
zbMATH Open document ID: 0716.62066
DOI: 10.1016/0167-7152(90)90114-M
author: D. Kharzeev
published in: Statistics \& Probability Letters
publication date: 1990-01-01T00:00:00Z
Mathematics Subject Classification ID: 62J20
Mathematics Subject Classification ID: 62F35
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 4180583
zbMATH Keywords: robustness
zbMATH Keywords: variance functions
zbMATH Keywords: sclar predictor
zbMATH Keywords: diagnostic for heteroscedasticity
zbMATH Keywords: score test
zbMATH Keywords: Pearson correlation
zbMATH Keywords: squared residuals
zbMATH Keywords: outlying residuals
zbMATH Keywords: leverage points
zbMATH Keywords: Spearman correlation
zbMATH Keywords: limit distribution
zbMATH Keywords: influence function
MaRDI profile type: Publication
cites work: Q3995078
cites work: Using residuals robustly I: Tests for heteroscedasticity, nonlinearity
cites work: Diagnostics for heteroscedasticity in regression
cites work: Variance functions and the minimum detectable concentration in assays
cites work: Q5543905
cites work: Q3723487
cites work: k-statistics and dispersion effects in regression
full work available at URL: 0167-7152(90)90114-m
OpenAlex ID: W2036908389
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description: scientific article; zbMATH DE number 4180583