A Robust Modification of the Goldfeld-Quandt Test for the Detection of Heteroscedasticity in the Presence of Outliers - Concepedia

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A Robust Modification of the Goldfeld-Quandt Test for the Detection of Heteroscedasticity in the Presence of Outliers

17

Citations

11

References

2008

Year

Sohel Rana, Habshah Midi, A. H. M. Rahmatullah Imon

Journal of Mathematics and Statistics

EngineeringRobust StatisticUncertainty QuantificationOutlier DetectionBusinessEconometricsGoldfeld-quandt TestRobust ModificationStatisticsFinance

Abstract

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

References

	Year	Citations

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