Pages that link to "Item:Q745477"
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The following pages link to Heteroscedasticity diagnostics for \(t\) linear regression models (Q745477):
Displaying 14 items.
- Variable selection of varying dispersion student-\(t\) regression models (Q498090) (← links)
- Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method (Q736590) (← links)
- Robust Bayesian regularized estimation based on \(t\) regression model (Q1657886) (← links)
- Score tests for zero-inflated double Poisson regression models (Q1690554) (← links)
- Diagnostics for a class of survival regression models with heavy-tailed errors (Q1927200) (← links)
- Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models (Q2175647) (← links)
- Score test for homogeneity of dispersion in generalized Poisson mixed models with excess zeros (Q2965572) (← links)
- Bayesian inference for joint location and scale nonlinear models with skew-normal errors (Q2965598) (← links)
- Tests of heteroscedasticity and correlation in multivariate <i>t</i> regression models with AR and ARMA errors (Q3019498) (← links)
- A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method (Q3143490) (← links)
- Statistical Diagnostics for Skew-t-Normal Nonlinear Models (Q3652747) (← links)
- Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models (Q5076963) (← links)
- Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data (Q5130356) (← links)
- Variable Selection in Joint Location and Scale Models of the Skew-<i>t</i>-Normal Distribution (Q5415874) (← links)
