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The \n                  likelihood ratio test, assuming normality, is \n                  very sensitive to any deviation from normality, \n                  especially when the observations are from a \n                  distribution with fat tails.  Such a likelihood \n                  test can also be used as a robust test for a \n                  constant variance in residuals or a time series \n                  if the data is partitioned into \n                  groups.<\/jats:p>","DOI":"10.1155\/2011\/249564","type":"journal-article","created":{"date-parts":[[2011,6,15]],"date-time":"2011-06-15T19:34:31Z","timestamp":1308166471000},"update-policy":"https:\/\/2.zoppoz.workers.dev:443\/https\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["The Laplace Likelihood Ratio Test for Heteroscedasticity"],"prefix":"10.1155","volume":"2011","author":[{"given":"J. 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