Lin, Jin-Guan; Wei, Bo-Cheng; Zhang, Nan-Song - In: Journal of Applied Statistics 31 (2004) 10, pp. 1157-1170
Homogeneity of dispersion parameters is a standard assumption in inverse Gaussian regression analysis. However, this assumption is not necessarily appropriate. This paper is devoted to the test for varying dispersion in general inverse Gaussian linear regression models. Based on the modified...