A robust modification of the goldfeld-quandt test for the detection of heteroscedasticity in the presence of outliers

Journal of Mathematics and Statistics

Volumn 4, Issue 4, 2008, Pages 277-283

  Rana, Md Sohel ^a   Midi, Habshah ^a   Rahmatullah Imon, A H M ^b  

^a UNIVERSITY PUTRA MALAYSIA   (Malaysia)

^b BALL STATE UNIVERSITY   (United States)

Author keywords

Heteroscedasticity; Modified goldfeld quandt test; Monte Carlo simulation; Outliers; Robust test

Indexed keywords

EID: 65449137118     PISSN: 15493644     EISSN: None     Source Type: Journal    
DOI: 10.3844/jmssp.2008.277.283     Document Type: Article

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