Heteroscedasticity diagnostics for t linear regression models
Year of publication: |
2009
|
---|---|
Authors: | Lin, Jin-Guan ; Zhu, Li-Xing ; Xie, Feng-Chang |
Published in: |
Metrika. - Springer. - Vol. 70.2009, 1, p. 59-77
|
Publisher: |
Springer |
Subject: | Adjusted score test | Approximate local powers | Asymptotic properties | Heteroscedasticity | Score test | t Regression models | Simulation studies |
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