A comparison of tests for heteroscedasticity

Journal of the Royal Statistical Society Series D: The Statistician

Volumn 45, Issue 3, 1996, Pages 337-349

  Lyon, John D ^a   Tsai, Chih Ling ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Conditional likelihood ratio test; Modified profile likelihood ratio test; Profile likelihood ratio test; Residual likelihood ratio test; Score test

Indexed keywords

EID: 0000894485     PISSN: 00390526     EISSN: None     Source Type: Journal    
DOI: 10.2307/2988471     Document Type: Review

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