A robust modification of the Goldfeld-Quandt Test for the detection of heteroscedasticity in the presence of outliers

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A robust modification of the Goldfeld-Quandt Test for the detection of heteroscedasticity in the presence of outliers

Problem statement: The problem of heteroscedasticity occurs in regression analysis for many practical reasons. It is now evident that the heteroscedastic problem affects both the estimation and test procedure of regression analysis, so it is really important to be able to detect this problem for pos...

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Bibliographic Details
Main Authors:	Rana, Md. Sohel, Midi, Habshah, Imon, A. H. M. Rahmatulah
Format:	Article
Language:	English
Published:	Science Publications 2008
Online Access:	http://psasir.upm.edu.my/id/eprint/12851/ http://psasir.upm.edu.my/id/eprint/12851/1/A%20robust%20modification%20of%20the%20Goldfeld.pdf

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