Heteroscedasticity Detection and Estimation with Quantile Difference Method-Reference-Cited by-同舟云学术

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Heteroscedasticity Detection and Estimation with Quantile Difference Method

Published:2015-08-29 Issue:2 Volume:29 Page:511-530
ISSN:1009-6124
Container-title:Journal of Systems Science and Complexity
language:en
Short-container-title:J Syst Sci Complex

Author:

Xia Wentao,Xiong Wei,Tian Maozai

Publisher

Springer Science and Business Media LLC

Subject

Information Systems,Computer Science (miscellaneous)

Link

http://link.springer.com/content/pdf/10.1007/s11424-015-3161-x.pdf

Reference39 articles.

1. Bickel P J, Using residuals robustly I: Tests for heteroscedasticity, nonlinearity, The Annals of Statistics, 1978, 6(2): 266–291.

2. Harrison M J and McCabe P M, A test for heteroscedasticity based on ordinary least squares residuals, Journal of the American Statistical Association, 1979, 74(366): 494–499.

3. Breusch T S and Pagan A R, A simple test for heteroscedasticity and random coefficient variation, Econometrica, 1979, 47(5): 1287–1294.

4. Cook R D and Weisberg S, Diagnostics for heteroscedasticity in regression, Biometrika, 1983, 70(1): 1–10.

5. Davidian M and Carroll R J, Variance function estimation, Journal of the American Statistical Association, 1987, 82(400): 1079–1091.

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Quantile Regression Comprehensive in Machine Learning: A Review;2023 IEEE International Students' Conference on Electrical, Electronics and Computer Science (SCEECS);2023-02-18

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