Testing for heteroscedasticity in the mixed effect linear models based on M-estimation
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Publication:2887405
zbMATH Open1245.62014MaRDI QIDQ2887405FDOQ2887405
Authors: Huihui Sun, Jinguan Lin 
Publication date: 1 June 2012
Published in: Mathematica Applicata (Search for Journal in Brave)
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Parametric hypothesis testing (62F03) Point estimation (62F10) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Robustness and adaptive procedures (parametric inference) (62F35)
Cited In (7)
- Diagnostics of variance of the error in mixed effects linear models based on M-estimation
- Testing for heteroscedasticity of exponential correlation mixed-effects linear models based on M-estimation
- Inference on quantile regression for heteroscedastic mixed models
- Testing for autocorrelation and random effects in mixed effect linear models based on M-estimation
- Testing for autocorrelation and random-effects in nonlinear mixed effects models based on \(M\)-estimation
- A rule of thumb for mixed heteroskedasticity
- Testing for correlation coefficients in uniform correlation longitudinal mixed effect linear models based on M-estimation
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