Heteroscedastic regression model

MaRDI QIDQ4616029zbMATH OpenFDO

Authors Sergio Augusto Rodrigues, Carlos A. R. Diniz

Publication date 29 January 2019

Full work available at URL http://jaguar.fcav.unesp.br/RME/fasciculos/v24/v24_n2/A9_Sergio_CDiniz.pdf

zbMATH Keywords

estimationheteroscedasticity

Mathematics Subject Classification ID

Point estimation (62F10) Generalized linear models (logistic models) (62J12)

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Cited in

(11)

• Degeneracy in heteroscedastic regression models
• The heteroskedastic linear regression model and the Hadamard product. A note
• A heteroscedasticity diagnostic of a regression analysis with copula dependent random variables
• A regression model of the heteroscedastic error variance
• Model misspecification in parametric dual modeling
• Heteroscedastic regression models with non-normally distributed errors
• Testing the homoskedasticity/heteroskedasticity of the errors using the White test: pattern classification by k-variances and informational criteria
• Back propagation neural networks and multiple regressions in the case of heteroskedasticity
• Heteroskedastic linear regression model with compositional response and covariates
• Heteroscedastic Nonlinear Regression Models
• Heteroscedastic linear models for analysing process data

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