Nonparametrically Weighted Least Squares Estimation in Heteroscedastic Linear Regression

DOI10.1002/(SICI)1521-4036(199907)41:4%3C401::AID-BIMJ401%3E3.0.CO;2-5MaRDI QIDQ4267701zbMATH OpenOpenAlexFDO

Authors Anthony Yung Cheung Kuk

Publication date 1999

Full work available at URL https://doi.org/10.1002/(sici)1521-4036(199907)41:4%3C401::aid-bimj401%3E3.0.co;2-5

zbMATH Keywords

EfficiencyOptimal weightsSmoothingSquared residualsVariance function

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

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Cited in

(12)

• Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response
• An iterative self-weighting procedure for fitting straight lines to heteroscedastic data
• A note on millers's empirical weights for heteroscedastic linear regression
• Estimation of the Variance Function in Heteroscedastic Linear Regression Models
• Heteroscedastic Nonlinear Regression
• scientific article; zbMATH DE number 943633 (Why is no real title available?)
• Forward detrending for heteroskedasticity-robust panel unit root testing
• Estimation in the presence of heteroskedasticity of unknown form: a Lasso-based approach
• Iterative weighted least squares estimators
• Weighted least squares estimators in possibly misspecified nonlinear regression
• Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
• Profiling heteroscedasticity in linear regression models

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