Pages that link to "Item:Q1170843"
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The following pages link to Robust estimation in heteroscedastic linear models (Q1170843):
Displayed 28 items.
- Two-stage Huber estimation (Q861204) (← links)
- Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions (Q959439) (← links)
- Robust estimation in certain heteroscedastic linear models when there are many parameters (Q1052779) (← links)
- A note on Levene's tests for equality of variances (Q1065481) (← links)
- Compromise designs in heteroscedastic linear models (Q1200664) (← links)
- Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications (Q1260675) (← links)
- Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response (Q1298891) (← links)
- Confidence intervals for the slope of a regression line when the error term has nonconstant variance (Q1351096) (← links)
- Efficiency comparisons in multivariate multiple regression with missing outcomes (Q1364671) (← links)
- Some results for robust GM-based estimators in heteroscedastic regression models (Q1582373) (← links)
- Robust tests in nonlinear regression models (Q1817297) (← links)
- Nonparametric estimation in heteroskedastic regression (Q1916224) (← links)
- Monetary policy and interest rates. An adaptive estimator approach (Q2366874) (← links)
- Effect of heteroscedasticity and heterogeneousness on outlier detection for geodetic networks (Q2477768) (← links)
- Estimating the retransformed mean in a heteroscedastic two-part model (Q2581651) (← links)
- Bias-corrected heterosced asticity robust covariance matrix (sandwich) estimators (Q2780871) (← links)
- Una aplicacion de la estimacion no parametrica al modelo lineal general con varianza no homogenea (Q3357352) (← links)
- Robust Testing Procedures in Heteroscedastic Linear Models (Q3616266) (← links)
- Estimation in one–way classification with heteroscedastic error (Q3798080) (← links)
- Iterated weighted least squares in heteroscedastic lineaipmod%81è (Q3989500) (← links)
- On gee-based regression estimators under first moment misspegification (Q4241672) (← links)
- Estimation in the simple linear regression model when there is heteroscedasticity of unknown form (Q4337195) (← links)
- Asymptotic results for inadequate nonlinear models with heteroscedastic variances (Q4366343) (← links)
- A Robust Heteroskedasticity Consistent Covariance Matrix Estimator (Q4375875) (← links)
- (Q4488934) (← links)
- Efficient<i>L</i><sub>1</sub>estimation and related inferences in linear regression with unknown form of heteroscedasticity (Q4804994) (← links)
- Modeling of Hormone Secretion‐Generating Mechanisms with Splines: A Pseudo‐Likelihood Approach (Q5427418) (← links)
- On marginal quasi-likelihood inference in generalized linear mixed models (Q5929497) (← links)