A robust modification of the Goldfeld-Quandt test for the detection of heteroscedasticity in the presence of outliers.: An article from: Journal of Mathematics and Statistics

This digital document is an article from Journal of Mathematics and Statistics, published by Science Publications on October 1, 2008. The length of the article is 4341 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available immediately after purchase. You can view it with any web browser.

From the author: Key words: Heteroscedasticity, outliers, robust test, modified goldfeld-quandt test, Monte Carlo simulation

Citation Details
Title: A robust modification of the Goldfeld-Quandt test for the detection of heteroscedasticity in the presence of outliers.
Author: Sohel Rana
Publication:Journal of Mathematics and Statistics (Magazine/Journal)
Date: October 1, 2008
Publisher: Science Publications
Volume: 4 Issue: 4 Page: 277(7)

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