A comparison of tests for heteroscedasticity

Lyon, John D., Tsai, Chih-Ling . The Statistician: Journal of the Institute of Statisticians 1996. 45 :337-349

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Bibtex

@article{CIS-137305,
  Author = {Lyon, John D. and Tsai, Chih-Ling},
  Title = {A comparison of tests for heteroscedasticity},
  Journal = {The Statistician: Journal of the Institute of Statisticians},
  Volume = {45},
  Year = {1996},
  Pages = {337--349},
  Keywords = {Likelihood ratio test, Power of a test, Score test}
}

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