Linear regression: robust heteroscedastic confidence bands that have some specified simultaneous probability coverage

DOI10.1080/02664763.2016.1257591MaRDI QIDQ5138727zbMATH OpenOpenAlexFDO

Authors Rand R. Wilcox

Publication date 4 December 2020

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2016.1257591

zbMATH Keywords

analysis of covarianceheteroscedasticityprediction intervalsrobust regressionWell Elderly 2 study

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A new distribution-free quantile estimator
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• A stagewise rejective multiple test procedure based on a modified Bonferroni test
• Asymptotic inference under heteroskedasticity of unknown form
• Consistency and asymptotic distribution of the Theil-Sen estimator
• Construction of Exact Simultaneous Confidence Bands for a Simple Linear Regression Model
• Estimates of the Regression Coefficient Based on Kendall's Tau
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• Inference Under Heteroskedasticity and Leveraged Data
• Introduction to robust estimation and hypothesis testing
• Regression Quantiles
• Robust Statistics
• Robust Statistics
• Simultaneous Confidence Bands for Linear Regression with Heteroscedastic Errors
• Tests for regression models with heteroskedasticity of unknown form

Cited in

(1)

• A note on response mean confidence band for linear regression models

Describes a project that uses

Uses Software

• robustbase
• bootstrap

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