
Robust tests for heteroscedasticity using outlier detection methods
Author(s) -
Han Son Seo,
Min Yoon
Publication year - 2016
Publication title -
eung'yong tong'gye yeon'gu/the korean journal of applied statistics
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2383-5818
pISSN - 1225-066X
DOI - 10.5351/kjas.2016.29.3.399
Subject(s) - heteroscedasticity , outlier , econometrics , estimator , inference , statistics , computer science , robust statistics , anomaly detection , mathematics , data mining , artificial intelligence