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- W3098971208 abstract "This paper is to prove the asymptotic normality of a statistic for detecting the existence of heteroscedasticity for linear regression models without assuming randomness of covariates when the sample size $n$ tends to infinity and the number of covariates $p$ is either fixed or tends to infinity. Moreover our approach indicates that its asymptotic normality holds even without homoscedasticity." @default.
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- W3098971208 date "2017-12-23" @default.
- W3098971208 modified "2023-09-24" @default.
- W3098971208 title "A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test" @default.
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- W3098971208 doi "https://doi.org/10.1007/s11749-017-0575-x" @default.
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