Using Residuals Robustly I: Tests for Heteroscedasticity, Nonlinearity

P. J. Bickel

doi:10.1214/aos/1176344124

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Home > Journals > Ann. Statist. > Volume 6 > Issue 2 > Article

March, 1978 Using Residuals Robustly I: Tests for Heteroscedasticity, Nonlinearity

P. J. Bickel

Ann. Statist. 6(2): 266-291 (March, 1978). DOI: 10.1214/aos/1176344124

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Abstract

We study the asymptotic power functions of tests for heteroscedasticity and nonlinearity in the linear model which were proposed by Anscombe and introduce and study some competitors robust against gross errors.

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P. J. Bickel. "Using Residuals Robustly I: Tests for Heteroscedasticity, Nonlinearity." Ann. Statist. 6 (2) 266 - 291, March, 1978. https://doi.org/10.1214/aos/1176344124

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Published: March, 1978

First available in Project Euclid: 12 April 2007

zbMATH: 0385.62029

MathSciNet: MR474625

Digital Object Identifier: 10.1214/aos/1176344124

Subjects:

Primary: 62G20

Secondary: 62G35 , 62J05 , 62J10

Keywords: asymptotic tests , Heteroscedasticity , linear model , nonlinearity , one degree of freedom for nonadditivity , robust

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Ann. Statist.

Vol.6 • No. 2 • March, 1978

Institute of Mathematical Statistics

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P. J. Bickel "Using Residuals Robustly I: Tests for Heteroscedasticity, Nonlinearity," The Annals of Statistics, Ann. Statist. 6(2), 266-291, (March, 1978)

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