[
[1] Bradley Efron and Robert J Tibshirani (1993): An Introduction to the Bootstrap. Chapman and Hall/CRC.
]Search in Google Scholar
[
[2] Breusch, T. S. and Pagan, A. R., (1979) A simple test for heteroscedasticity and random coefficient variation. Econometrica 47, 1287–1294.
]Search in Google Scholar
[
[3] Cook, R. Dennis; Weisberg, Sanford (1982). Residuals and Influence in Regression. New York: Chapman and Hall. ISBN 041224280X.
]Search in Google Scholar
[
[4] D. A. Freedman and S. C. Peters: Bootstrapping a Regression Equation: Some Empirical Results. Jurnal of the American Statistical Association, Vol.79.385. (1984), pp: 97-106.
]Search in Google Scholar
[
[5] Davison, A. C. and Hinkley, D. V. (1997). “Bootstrap Methods and Their Application”. Cambridge University Press.
]Search in Google Scholar
[
[6] Davison, A.C. and Snell, E.J., (1991). Residuals and diagnostics. In Statistical Theory and Modelling: In Honour of Sir David Cox D.V. Hinkley, N. Reid, and E.J. Snell (editors), 83–106. Chapman and Hall.
]Search in Google Scholar
[
[7] P. J. Bickel and D. A. Freedman: Asymptotic Normality and the bootstrap in stratified sampling. The Annals of Statistics. 1984, Vol12, No2, pp: 470-482.
]Search in Google Scholar
[
[8] R. D. Cook and S. Weisberg: Diagnostics for heteroscedasticity in regression, (1983). Oxford University Press, Biometrika, Vol.70, No.1, pp.1-10.
]Search in Google Scholar
[
[9] Ronald E. Walpole, Raymond H. Myers, Sharon L. Myers, Keying Ye, “Probability and Statistics for engineers and Scientists”, 2002, pp. 400-425. Prentice Hall. ISBN 0-13-041529-4.
]Search in Google Scholar
[
[10] White, Halbert (1980). “A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity”. Econometrica. 48 (4): 817–838. doi:10.2307/1912934.
]Open DOISearch in Google Scholar
