Heteroscedastic regression models with non-normally distributed errors

DOI10.1080/00949650008812034MaRDI QIDQ4519164zbMATH OpenOpenAlexFDO

Authors T. K. Mak

Publication date 8 July 2001

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650008812034

zbMATH Keywords

data transformationheteroscedasticitynon-normality

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 42417 (Why is no real title available?)
• Correcting Inhomogeneity of Variance with Power Transformation Weighting
• Signal-to-Noise Ratios, Performance Criteria, and Transformations

Cited in

(8)

• scientific article; zbMATH DE number 795292 (Why is no real title available?)
• MODELING AND ESTIMATING VARIANCES IN REGRESSION
• Back propagation neural networks and multiple regressions in the case of heteroskedasticity
• Accounting for uncertainty in heteroscedasticity in nonlinear regression
• Heteroscedastic Nonlinear Regression Models
• Minimizing a general loss function in off-line quality control
• Correlated random effects regression analysis for a log-normally distributed variable
• Heteroskedastic linear regression model with compositional response and covariates

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