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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

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

Information

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

Rights: Copyright © 1978 Institute of Mathematical Statistics

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Vol.6 • No. 2 • March, 1978
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