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

DOI10.1016/S0378-3758(98)00134-7zbMATH Open0930.62043WikidataQ128037202 ScholiaQ128037202MaRDI QIDQ1298891FDOQ1298891

Authors: Anton Schick 

Publication date: 13 February 2000

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

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zbMATH Keywords

heteroscedastic regression

Mathematics Subject Classification ID

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

Cites Work

• Adapting for heteroscedasticity in linear models
• Estimation of heteroscedasticity in regression analysis
• Robust estimation in heteroscedastic linear models
• On a semiparametric variance function model and a test for heteroscedasticity
• Title not available (Why is that?)
• Title not available (Why is that?)
• On adaptive estimation
• Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
• On asymptotically efficient estimation in semiparametric models
• Efficient estimates in linear and nonlinear regression with heteroscedastic errors
• A note on the construction of asymptotically linear estimators

Cited In (7)

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

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