Adapting for heteroscedasticity in linear models
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 815733
- Heteroskedastic linear regression: steps towards adaptivity, efficiency, and robustness
- Fitting Heteroscedastic Regression Models
- Profiling heteroscedasticity in linear regression models
- scientific article; zbMATH DE number 3934248
- Heteroskedasticity-robust inference in linear regressions
Cited in
(90)- scientific article; zbMATH DE number 815733 (Why is no real title available?)
- Second order approximation in a linear regression with heteroskedasticity of unknown form
- A generalized partially linear framework for variance functions
- Variance estimation in nonparametric regression via the difference sequence method
- Doubly penalized likelihood estimator in heteroscedastic regression
- Econometric analysis of volatile art markets
- Asymptotic normality of estimators in heteroscedastic semi-parametric model with strong mixing errors
- Empirical likelihood for a heteroscedastic partial linear errors-in-variables model
- Heteroskedastic linear regression: steps towards adaptivity, efficiency, and robustness
- Asymptotic theory in heteroscedastic nonlinear models
- Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
- Small area estimation under Fay–Herriot models with non-parametric estimation of heteroscedasticity
- Asymptotic distribution of the weighted least squares estimator
- Feasible generalized least squares using support vector regression
- Jackknifing type weighted least squares estimators in partially linear regression models.
- An empirical process central limit theorem for dependent non-identically distributed random variables
- Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form
- Weighted least squares estimation with missing responses: an empirical likelihood approach
- Adaptive estimation of autoregressive models with time-varying variances
- Rejoinder on: A review on empirical likelihood methods for regression
- Empirical likelihood for a heteroscedastic partial linear model
- Asymptotics of estimators in semi-parametric model under NA samples
- Semiparametric efficient estimators in heteroscedastic error models
- A note on the construction of asymptotically linear estimators
- A note on linear heteroscedasticity models
- Some results for robust GM-based estimators in heteroscedastic regression models
- Variance function additive partial linear models
- Efficient estimates in linear and nonlinear regression with heteroscedastic errors
- Berry-Esseen type bounds in heteroscedastic semi-parametric model
- A note on parameter estimation for misspecified regression models with heteroskedastic errors
- Estimating functionals of the error distribution in parametric and nonparametric regression
- Calculating the (local) semiparametric efficiency bounds for the generated regressors problem
- Testing increasing dispersion
- On the estimation of a monotone conditional variance in nonparametric regression
- Ordinary and weighted least-squares estimators
- IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE
- Robust estimation of nonlinear regression with autoregressive errors.
- Some New Estimation Methods for Weighted Regression When There Are Possible Outliers
- Performance of Kibria's method for the heteroscedastic ridge regression model: some Monte Carlo evidence
- Testing for constant variance in a linear model
- ASYMPTOTICALLY EFFICIENT MEDIAN REGRESSION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
- Bias-corrected heterosced asticity robust covariance matrix (sandwich) estimators
- ADAPTIVE ESTIMATION OF HETEROSKEDASTIC ERROR COMPONENT MODELS
- Estimation of heteroscedasticity in regression analysis
- Una aplicacion de la estimacion no parametrica al modelo lineal general con varianza no homogenea
- On variance function estimation with quadratic forms
- Iterated weighted least squares in heteroscedastic lineaipmod%81è
- Convenient estimators for the panel probit model
- Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response
- Joint estimation and variable selection for mean and dispersion in proper dispersion models
- Empirical likelihood for semiparametric varying-coefficient heteroscedastic partially linear errors-in-variables models
- Efficiency for heteroscedastic regression with responses missing at random
- Efficient estimation and robust inference of linear regression models in the presence of heteroscedastic errors and high leverage points
- Iterative Weighted Least Squares Estimation in Heteroscedastic Linear Models
- Adaptive nonparametric estimation of a multivariate regression function
- Asymptotic normality in partial linear models based on dependent errors
- Fully Data-Driven Nonparametric Variance Estimators
- \(M\)-estimators for regression with changing scale
- Adaptive estimation of regression models via moment restrictions
- A semi-parametric approach to dual modeling when no replication exists
- Generalized variance functions for infinitely divisible mixture distributions
- Semiparametric estimation of a heteroskedastic sample selection model
- Asymptotic normality of generalized functional estimators dependent on covariables
- Efficient semiparametric seemingly unrelated quantile regression estimation
- EFFICIENT ESTIMATION OF NONSTATIONARY TIME SERIES REGRESSION
- Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity
- Bayesian regression with nonparametric heteroskedasticity
- Gaussian mixture models with concave penalized fusion
- Forward detrending for heteroskedasticity-robust panel unit root testing
- Enveloped Huber Regression
- A novel Bayesian framework to address unknown heteroscedasticity for the linear regression model
- Convergence to Normality of the Asymptotic Quasi-Score Function on a Linear Model
- EfficientL1estimation and related inferences in linear regression with unknown form of heteroscedasticity
- Adaptive Inference in Heteroscedastic Fractional Time Series Models
- The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples
- scientific article; zbMATH DE number 3860210 (Why is no real title available?)
- Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: a Monte Carlo evidence
- Monetary policy and interest rates. An adaptive estimator approach
- On the asymptotics of \(Z\)-estimators indexed by the objective functions
- Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets
- Iterative weighted estimation based on variance modelling in linear regression models
- Strong consistency rate of estimators in heteroscedastic errors-in-variables model for negative association samples
- Inference under heteroscedasticity of unknown form using an adaptive estimator
- Adaptive long memory testing under heteroskedasticity
- scientific article; zbMATH DE number 1995706 (Why is no real title available?)
- An adaptive weighted least squares ratio approach for estimation of heteroscedastic linear regression model in the presence of outliers
- Nonlinear regression models with single‐index heteroscedasticity
- Statistical inference for autoregressive models under heteroscedasticity of unknown form
- Estimation in the presence of heteroskedasticity of unknown form: a Lasso-based approach
- GLS under monotone heteroskedasticity
This page was built for publication: Adapting for heteroscedasticity in linear models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1061431)