Pages that link to "Item:Q1061431"

The following pages link to Adapting for heteroscedasticity in linear models (Q1061431):

Displaying 24 items.

• Testing for constant variance in a linear model (Q90697) (← links)
• Adaptive estimation of autoregressive models with time-varying variances (Q290952) (← links)
• Joint estimation and variable selection for mean and dispersion in proper dispersion models (Q309529) (← links)
• Asymptotic distribution of the weighted least squares estimator (Q583756) (← links)
• Rejoinder on: A review on empirical likelihood methods for regression (Q619116) (← links)
• Testing increasing dispersion (Q672959) (← links)
• On the estimation of a monotone conditional variance in nonparametric regression (Q734411) (← links)
• An empirical process central limit theorem for dependent non-identically distributed random variables (Q808514) (← links)
• Variance function additive partial linear models (Q902215) (← links)
• Asymptotic theory in heteroscedastic nonlinear models (Q915310) (← links)
• A semi-parametric approach to dual modeling when no replication exists (Q984645) (← links)
• Asymptotic normality in partial linear models based on dependent errors (Q998990) (← links)
• A note on the construction of asymptotically linear estimators (Q1096991) (← links)
• Adaptive nonparametric estimation of a multivariate regression function (Q1107923) (← links)
• Calculating the (local) semiparametric efficiency bounds for the generated regressors problem (Q1209893) (← links)
• Asymptotic normality of generalized functional estimators dependent on covariables (Q1262648) (← links)
• Adaptive estimation of regression models via moment restrictions (Q1262659) (← links)
• Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response (Q1298891) (← links)
• Convenient estimators for the panel probit model (Q1305638) (← links)
• Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity (Q1341188) (← links)
• Efficient estimates in linear and nonlinear regression with heteroscedastic errors (Q1361764) (← links)
• Robust estimation of nonlinear regression with autoregressive errors. (Q1423212) (← links)
• EFFICIENT ESTIMATION OF NONSTATIONARY TIME SERIES REGRESSION (Q4730643) (← links)
• Nonlinear regression models with single‐index heteroscedasticity (Q6187985) (← links)