Some results for robust GM-based estimators in heteroscedastic regression models (Q1582373): Difference between revisions

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+Ana M. Bianco
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+MaRDI publication profile
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+Using residuals robustly I: Tests for heteroscedasticity, nonlinearity
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+Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
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+Correcting Inhomogeneity of Variance with Power Transformation Weighting
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+Adapting for heteroscedasticity in linear models
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+Robust estimation in heteroscedastic linear models
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+Efficient high-breakdown \(M\)-estimators of scale
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+Multivariate L-estimation. (With comments)
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+Least Squares Estimation when the Covariance Matrix and Parameter Vector are Functionally Related
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+Robust m-estimators of multivariate location and scatter
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+Estimation of heteroscedasticity in regression analysis
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+Least Median of Squares Regression
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+High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
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