Recently, Godfrey (1978), and Breusch and Pagan (1979) have independently proposed testing for heteroscedasticity based on squared least squares residuals. The squared residuals divided by the mean-squared residual are regressed on a set of regressors chosen by the investigator, and the test statistic (GBP hereafter) is one-half the explained sum of squares from this regression. The test statis...

In geo-statistics, the Durbin-Watson test is frequently employed to detect the presence of residual serial correlation from least squares regression analyses. However, the Durbin-Watson statistic is only suitable for ordered time or spatial series. If the variables comprise cross-sectional data coming from spatial random sampling, the test will be ineffectual because the value of Durbin-Watson'...

We study residuals of parametric accelerated failure time (AFT) models for censored data, with the main aim of inferring the correct functional form of possibly misspecified covariates. We demonstrate the use of the methods by a simulated example and by applications to two reliability data sets. We also consider briefly a corresponding approach for parametric proportional hazards models.

Abstract: A popular approach in the investigation of the short-term behavior of a non-stationary time series is to assume that the time series decomposes additively into a long-term trend and short-term fluctuations. A first step towards investigating the short-term behavior requires estimation of the trend, typically via smoothing in the time domain. We propose a method for time-domain smoothi...

Although regression quantiles (RQs) are increasingly becoming popular, they are still playing a second fiddle role to the ordinary least squares estimator like their robust counterparts due to the perceived complexity of the robust statistical methodology. In order to make them attractive to statistical practitioners, an endeavor to studentize robust estimators has been undertaken by some resea...

The authors derive the joint distributions of a studentized deleted residual and various regression quantities, calculated with all the data or with one case deleted. They show that the correlation between the studentized deleted residual and the deleted test statistic has an interesting interpretation in terms of well-known regression quantities. These results allow them to examine the effect ...