Heteroscedasticity diagnostics for t linear regression models
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- 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.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Jin-Guan Lin & Ji Chen & Yong Li, 2012. "Bayesian Analysis of Student t Linear Regression with Unknown Change-Point and Application to Stock Data Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 40(3), pages 203-217, October.
- Yan-Yong Zhao & Jin-Guan Lin & Xing-Fang Huang, 2016. "Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method," Computational Statistics, Springer, vol. 31(1), pages 247-268, March.
- repec:eee:csdana:v:56:y:2012:i:12:p:4204-4214 is not listed on IDEAS
More about this item
KeywordsAdjusted score test; Approximate local powers; Asymptotic properties; Heteroscedasticity; Score test; t Regression models; Simulation studies;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:metrik:v:70:y:2009:i:1:p:59-77. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Rebekah McClure). General contact details of provider: http://www.springer.com .