Robust estimation in certain heteroscedastic linear models when there are many parameters (Q1052779): Difference between revisions

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+Using residuals robustly I: Tests for heteroscedasticity, nonlinearity
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+Correcting Inhomogeneity of Variance with Power Transformation Weighting
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+Robust estimation in heteroscedastic linear models
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+A Comparison Between Maximum Likelihood and Generalized Least Squares in a Heteroscedastic Linear Model
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+Estimation for a linear regression model with unknown diagonal covariance matrix
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+Robust regression: Asymptotics, conjectures and Monte Carlo
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+Robust methods of estimation of regression coefficients<sup>1</sup>
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+Least Squares Estimation when the Covariance Matrix and Parameter Vector are Functionally Related
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+Asymptotic relations of M-estimates and R-estimates in linear regression model
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+Efficient Bounded-Influence Regression Estimation
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+Asymptotic behavior of M-estimators for the linear model
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