Some plausible models for violations of homoscedasticity and linearity in the general linear model have been proposed by Tukey and Anscombe. Bickel has provided robust tests for such violations. In this paper Bickel's tests are shown to be asymptotically optimal as well.
Publié le : 1981-03-14
Classification:
General linear model,
heteroscedasticity,
locally asymptotically normal,
asymptotically uniformly most powerful,
62F20,
62J10
@article{1176345402,
author = {Hammerstrom, Thomas},
title = {Asymptotically Optimal Tests for Heteroscedasticity in the General Linear Model},
journal = {Ann. Statist.},
volume = {9},
number = {1},
year = {1981},
pages = { 368-380},
language = {en},
url = {http://dml.mathdoc.fr/item/1176345402}
}
Hammerstrom, Thomas. Asymptotically Optimal Tests for Heteroscedasticity in the General Linear Model. Ann. Statist., Tome 9 (1981) no. 1, pp. 368-380. http://gdmltest.u-ga.fr/item/1176345402/