On Robust Tests for Heteroscedasticity

Raymond J. Carroll; David Ruppert

doi:10.1214/aos/1176345349

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Home > Journals > Ann. Statist. > Volume 9 > Issue 1 > Article

January, 1981 On Robust Tests for Heteroscedasticity

Raymond J. Carroll, David Ruppert

Ann. Statist. 9(1): 206-210 (January, 1981). DOI: 10.1214/aos/1176345349

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Abstract

We extend Bickel's tests for heteroscedasticity to include wider classes of test statistics and fitting methods. The test statistics include those based on Huber's function, while the fitting techniques include Huber's Proposal 2 for robust regression.

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Raymond J. Carroll. David Ruppert. "On Robust Tests for Heteroscedasticity." Ann. Statist. 9 (1) 206 - 210, January, 1981. https://doi.org/10.1214/aos/1176345349