On Robust Tests for Heteroscedasticity.

Abstract

We extend Bickel's (1978) 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 (1977) for robust regression. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1979
Accession Number
ADA077566

Entities

People

  • David Ruppert
  • Raymond J. Carroll

Organizations

  • University of North Carolina at Chapel Hill

Tags

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  • Abstracts
  • Air Force
  • Data Science
  • Inequalities
  • Information Science
  • Invariance
  • Mathematics
  • North Carolina
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  • Security
  • Statistics
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Fields of Study

  • Mathematics

Readers

  • Statistical inference.