Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 유재근 | * |
dc.date.accessioned | 2017-10-27T11:18:32Z | - |
dc.date.available | 2017-10-27T11:18:32Z | - |
dc.date.issued | 2017 | * |
dc.identifier.issn | 0361-0918 | * |
dc.identifier.issn | 1532-4141 | * |
dc.identifier.other | OAK-20091 | * |
dc.identifier.uri | https://dspace.ewha.ac.kr/handle/2015.oak/237000 | - |
dc.description.abstract | Heteroscedasticity testing has a long history and is still an important matter in the linear model. There exist many types of tests, but they are limited in use to their own specific cases and sensitive to normality. Here, we propose a dimension test approach to heteroscedasticity. The proposed test overcomes the shortcomings of the existing methods, so that it is robust to normality and is unified in sense that it is applicable in the linear model with multi-dimensional response. Numerical studies confirm that the proposed test is favorable over the existing tests with moderate sample sizes, and real data analysis is presented. | * |
dc.language | English | * |
dc.publisher | TAYLOR & | * |
dc.publisher | FRANCIS INC | * |
dc.subject | Heteroscedasticity | * |
dc.subject | Linear model | * |
dc.subject | Permutation test | * |
dc.subject | Sliced average variance estimation | * |
dc.title | Dimension test approach of heteroscedasticity in the linear model | * |
dc.type | Article | * |
dc.relation.issue | 6 | * |
dc.relation.volume | 46 | * |
dc.relation.index | SCIE | * |
dc.relation.index | SCOPUS | * |
dc.relation.startpage | 4356 | * |
dc.relation.lastpage | 4366 | * |
dc.relation.journaltitle | COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | * |
dc.identifier.doi | 10.1080/03610918.2015.1117636 | * |
dc.identifier.wosid | WOS:000405864600014 | * |
dc.identifier.scopusid | 2-s2.0-85009787663 | * |
dc.author.google | Lee, Keunbaik | * |
dc.author.google | Song, Hyejin | * |
dc.author.google | Yoo, Jae Keun | * |
dc.contributor.scopusid | 유재근(23032759600) | * |
dc.date.modifydate | 20240130113500 | * |