Fitting Heteroscedastic Regression Models (Q4292142): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| label / en | label / en | ||
Fitting Heteroscedastic Regression Models | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.2307/2291205 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4231821575 / rank | |||
Normal rank | |||
| Property / title | |||
Fitting Heteroscedastic Regression Models (English) | |||
| Property / title: Fitting Heteroscedastic Regression Models (English) / rank | |||
Normal rank | |||
Latest revision as of 21:51, 19 March 2024
scientific article; zbMATH DE number 579817
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fitting Heteroscedastic Regression Models |
scientific article; zbMATH DE number 579817 |
Statements
10 July 1994
0 references
weighted regression quantiles
0 references
asymptotic covariance
0 references
asymptotic theory
0 references
asymmetry
0 references
sandwich formula
0 references
error distribution
0 references
consistent estimation
0 references
robustness
0 references
least absolute error regressions
0 references
regression quantile
0 references
regression and dispersion parameters
0 references
heteroscedasticity
0 references
numerical example
0 references
Fitting Heteroscedastic Regression Models (English)
0 references
