Heteroscedasticity checks for regression models
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/BF02877011.pdf
Reference20 articles.
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2. Cook, R. D., Weisberg, S., Diagnostics for heteroscedasticity in regression, Biometrika, 1988, 70: 1–10.
3. Davidian, M., Carroll, R. J., Variance function estimation, J. Amer. Statist. Assoc., 1987, 82: 1079–1091.
4. Bickel, P., Using residuals robustly I: Tests for heteroscedasticity, Ann. Statist., 1978, 6: 266–291.
5. Carroll, R. J., Ruppert, D., On robust tests for heteroscedasticity, Ann. Statist., 1981. 9: 205–209.
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