Annals of Statistics
- Ann. Statist.
- Volume 6, Number 2 (1978), 266-291.
Using Residuals Robustly I: Tests for Heteroscedasticity, Nonlinearity
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.
Article information
Source
Ann. Statist., Volume 6, Number 2 (1978), 266-291.
Dates
First available in Project Euclid: 12 April 2007
Permanent link to this document
https://projecteuclid.org/euclid.aos/1176344124
Digital Object Identifier
doi:10.1214/aos/1176344124
Mathematical Reviews number (MathSciNet)
MR474625
Zentralblatt MATH identifier
0385.62029
JSTOR
links.jstor.org
Subjects
Primary: 62G20: Asymptotic properties
Secondary: 62G35: Robustness 62J05: Linear regression 62J10: Analysis of variance and covariance
Keywords
Heteroscedasticity nonlinearity robust asymptotic tests linear model one degree of freedom for nonadditivity
Citation
Bickel, P. J. Using Residuals Robustly I: Tests for Heteroscedasticity, Nonlinearity. Ann. Statist. 6 (1978), no. 2, 266--291. doi:10.1214/aos/1176344124. https://projecteuclid.org/euclid.aos/1176344124
