caa a22 4500 463177088 CHVBK 20180406164828.0 cr unu---uuuuu 170326e20070701xx s 000 0 eng 10.1007/s10986-007-0018-6 doi (NATIONALLICENCE)springer-10.1007/s10986-007-0018-6 New tests of heteroskedasticity in linear regression model [Elektronische Daten] [A. Račkauskas, D. Zuokas] In this paper, we present a class of tests for heteroskedasticity of various types in the linear regression model. These tests are based on the limit behavior of the polygonal process constructed from squared residuals. The law of test statistics under the null hypothesis is established, and the consistency is proved. By means of simulations these tests are compared with two classical tests (likelihood-ratio and Breusch-Pagan) for two types of heteroskedasticity (changed-segment and the type where the error variance is proportional to one of the components of the design matrix). Springer Science+Business Media, Inc., 2007 heteroskedasticity nationallicence FCLT nationallicence changed segment nationallicence Račkauskas A. Vilnius University, Naugarduko 24, LT-03225, Vilnius, Lithuania aut Zuokas D. Vilnius University, Naugarduko 24, LT-03225, Vilnius, Lithuania aut Lithuanian Mathematical Journal Springer US 47/3(2007-07-01), 248-265 0363-1672 47:3<248 2007 47 10986 https://doi.org/10.1007/s10986-007-0018-6 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s10986-007-0018-6 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Račkauskas A. Vilnius University, Naugarduko 24, LT-03225, Vilnius, Lithuania aut NATIONALLICENCE 700 1- Zuokas D. Vilnius University, Naugarduko 24, LT-03225, Vilnius, Lithuania aut NATIONALLICENCE 773 0- Lithuanian Mathematical Journal Springer US 47/3(2007-07-01), 248-265 0363-1672 47:3<248 2007 47 10986 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer