Nonlinear least squares and maximum likelihood estimation of a heteroscedastic regression model (Q1103305): Difference between revisions

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+Regression Analysis when the Variance of the Dependent Variable is Proportional to the Square of its Expectation
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+Q5631966
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+Correcting Inhomogeneity of Variance with Power Transformation Weighting
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+Asymptotic Properties of Non-Linear Least Squares Estimators
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+Least Squares Estimation when the Covariance Matrix and Parameter Vector are Functionally Related
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+Q3664270
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+Note on the Bias of the Prais and Aitchison's and Fisher's Iterative Estimators in Regression Analysis with Heteroscedastic Errors
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+Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
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+A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models
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+A Note on Heteroscedastic Errors in Regression Analysis
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+The Grouping of Observations in Regression Analysis
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+Estimates and Their Sampling Variance of Parameters of Certain Heteroscedastic Distributions
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