Abstract
Some plausible models for violations of homoscedasticity and linearity in the general linear model have been proposed by Tukey and Anscombe. Bickel has provided robust tests for such violations. In this paper Bickel's tests are shown to be asymptotically optimal as well.
Citation
Thomas Hammerstrom. "Asymptotically Optimal Tests for Heteroscedasticity in the General Linear Model." Ann. Statist. 9 (2) 368 - 380, March, 1981. https://doi.org/10.1214/aos/1176345402
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