Una aplicacion de la estimacion no parametrica al modelo lineal general con varianza no homogenea

DOI10.1007/BF02888612MaRDI QIDQ3357352zbMATH OpenOpenAlexFDO

Authors Wenceslao González-Manteiga

Publication date 1985

Published in Trabajos de Estadistica Y de Investigacion Operativa (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/40789

zbMATH Keywords

nonparametric estimationnonparametric regressionminimum varianceweighted least squares estimateregression lineheteroscedastic linear model

Mathematics Subject Classification ID

Density estimation (62G07) Linear regression; mixed models (62J05)

Recommendations

• Adapting for heteroscedasticity in linear models
• Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response
• Nonparametric estimation in heteroskedastic regression
• Nonlinear least squares and maximum likelihood estimation of a heteroscedastic regression model
• scientific article; zbMATH DE number 700642

Cites work

• scientific article; zbMATH DE number 3550005 (Why is no real title available?)
• Adapting for heteroscedasticity in linear models
• Bounds on Moments of Certain Random Variables
• Estimation for a linear regression model with unknown diagonal covariance matrix
• Linear Statistical Inference and its Applications
• Probability Inequalities for the Sum of Independent Random Variables
• Robust estimation in heteroscedastic linear models

Cited in

(3)

• Parameter estimation in linear models with heteroscedastic variances subject to order restrictions
• A least squares method for variance estimation in heteroscedastic nonparametric regression
• A new method of estimating the variance in heteroscedastic model

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