Heteroscedasticity diagnostics for t linear regression models
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Volume (Year): 70 (2009)
Issue (Month): 1 (June)
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References listed on IDEAS
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- Diblasi, Angela & Bowman, Adrian, 1997. "Testing for constant variance in a linear model," Statistics & Probability Letters, Elsevier, vol. 33(1), pages 95-103, April.
- Bo-Cheng Wei & Jian-Qing Shi & Wing-Kam Fung & Yue-Qing Hu, 1998. "Testing for Varying Dispersion in Exponential Family Nonlinear Models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(2), pages 277-294, June.
- Barroso, Lúcia P. & Cordeiro, Gauss M., 2005. "Bartlett corrections in heteroskedastic t regression models," Statistics & Probability Letters, Elsevier, vol. 75(2), pages 86-96, November.
- Jin-Guan Lin & Bo-Cheng Wei & Nan-Song Zhang, 2004. "Varying Dispersion Diagnostics for Inverse Gaussian Regression Models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 31(10), pages 1157-1170.
- Cysneiros, Francisco José A. & Paula, Gilberto A. & Galea, Manuel, 2007. "Heteroscedastic symmetrical linear models," Statistics & Probability Letters, Elsevier, vol. 77(11), pages 1084-1090, June.
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