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.
Citation
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
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