首页 | 本学科首页   官方微博 | 高级检索  
     


Testing for heteroscedasticity occuring at unknown points
Authors:B.P.M. McCabe
Affiliation:University of Leeds , LEEDS LS2 9JT, England
Abstract:This paper considers procedures for the detection of heteroscedasticity when it occurs at unknown points. First the number of points is assumed known apriori and then this assumption is relaxed so that both the position and the number of possible aberrant observations is unknown. Monte Carlo evidence is provided on the performance of both tests and they are found to perform reasonably.
Keywords:most powerful tests  outliers  spacings
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号