We study the asymptotic power functions of tests for heteroscedasticity and nonlinearity in the linear model which were proposed by Anscombe and introduce and study some competitors robust against gross errors.
Publié le : 1978-03-14
Classification:
Heteroscedasticity,
nonlinearity,
robust,
asymptotic tests,
linear model,
one degree of freedom for nonadditivity,
62G20,
62G35,
62J05,
62J10
@article{1176344124,
author = {Bickel, P. J.},
title = {Using Residuals Robustly I: Tests for Heteroscedasticity, Nonlinearity},
journal = {Ann. Statist.},
volume = {6},
number = {1},
year = {1978},
pages = { 266-291},
language = {en},
url = {http://dml.mathdoc.fr/item/1176344124}
}
Bickel, P. J. Using Residuals Robustly I: Tests for Heteroscedasticity, Nonlinearity. Ann. Statist., Tome 6 (1978) no. 1, pp. 266-291. http://gdmltest.u-ga.fr/item/1176344124/