An improved test for heteroskedasticity using adjusted modified profile likelihood inference
type: Item
instance of: scholarly article
published in: Journal of Statistical Planning and Inference
volume: 124
issue: 2
page(s): 423-437
publication date: 2004-09-01T00:00:00Z
publication date: 2004-09-08T00:00:00Z
author: Silvia L. P. Ferrari
author: Audrey H. M. A. Cysneiros
author: Francisco Cribari-Neto
title: An improved test for heteroskedasticity using adjusted modified profile likelihood inference
zbMATH Open document ID: 1047.62068
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 2099256
zbMATH Keywords: Bartlett correction
zbMATH Keywords: nuisance parameters
zbMATH Keywords: profile likelihood
Wikidata QID: Q57496572
describes a project that uses: Ox
MaRDI profile type: Publication
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cites work: On bartlett and bartlett-type corrections francisco cribari-neto
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cites work: Corrected modified profile likelihood heteroskedasticity tests
cites work: A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
cites work: Introduction to linear regression analysis.
cites work: Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression
DOI: 10.1016/S0378-3758(03)00210-6
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description: scientific article; zbMATH DE number 2099256