Jurečková, Jana; Navrátil, Radim - In: Metrika 77 (2014) 3, pp. 433-450
In the linear regression model with heteroscedastic errors, we propose nonparametric tests for regression under nuisance heteroscedasticity, and tests for heteroscedasticity under nuisance regression. Both types of tests are based on suitable ancillary statistics for the nuisance parameters;...