The statistical foundations of a class of parametric tests for heteroscedasticity |
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| Affiliation: | 1. AGH University of Science and Technology, Faculty of Physics and Applied Computer Science, al. Mickiewicza 30, 30-059 Krakow, Poland;2. Materials Science and Technology Division, Los Alamos National Laboratory, Los Alamos, NM 87545, United States |
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| Abstract: | In this paper we examine the statistical foundations of the five tests for heteroscedasticity considered by Griffiths and Surekha (1986). We identify the precise specification of the alternative hypothesis as an important determinant of the power of the tests. |
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