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