Asymptotically Optimal Tests for Heteroscedasticity in the General Linear Model

作者：Thomas Hammerstrom · 发表于：The Annals of Statistics · 年份：1981 · DOI：10.1214/aos/1176345402 · 被引用次数：7 · 研究领域：Matrix Theory and Algorithms、Mathematical Inequalities and Applications、Random Matrices and Applications

Some plausible models for violations of homoscedasticity and linearity in the general linear model have been proposed by Tukey and Anscombe. Bickel has provided robust tests for such violations. In this paper Bickel's tests are shown to be asymptotically optimal as well.