Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response

DOI10.1016/S0378-3758(98)00134-7MaRDI QIDQ1298891zbMATHWikidataFDO

Authors Anton Schick

Publication date 13 February 2000

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

heteroscedastic regression

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3862231 (Why is no real title available?)
• scientific article; zbMATH DE number 490141 (Why is no real title available?)
• A note on the construction of asymptotically linear estimators
• Adapting for heteroscedasticity in linear models
• Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
• Efficient estimates in linear and nonlinear regression with heteroscedastic errors
• Estimation of heteroscedasticity in regression analysis
• On a semiparametric variance function model and a test for heteroscedasticity
• On adaptive estimation
• On asymptotically efficient estimation in semiparametric models
• Robust estimation in heteroscedastic linear models

Cited in

(7)

• A note on parameter estimation for misspecified regression models with heteroskedastic errors
• Estimating functionals of the error distribution in parametric and nonparametric regression
• Weighted least squares methods for prediction in the functional data linear model
• A regression model of the heteroscedastic error variance
• Profiling heteroscedasticity in linear regression models
• Iterative weighted least-squares estimates in a heteroscedastic linear regression model
• A note on millers's empirical weights for heteroscedastic linear regression

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