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

DOI10.1007/BF02888612zbMATH Open0731.62089OpenAlexW1982399090MaRDI QIDQ3357352FDOQ3357352

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

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• scientific article; zbMATH DE number 700642

zbMATH Keywords

nonparametric estimationnonparametric regressionminimum varianceweighted least squares estimateregression lineheteroscedastic linear model

Mathematics Subject Classification ID

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

Cites Work

• Linear Statistical Inference and its Applications
• Adapting for heteroscedasticity in linear models
• Robust estimation in heteroscedastic linear models
• Title not available (Why is that?)
• Bounds on Moments of Certain Random Variables
• Probability Inequalities for the Sum of Independent Random Variables
• Estimation for a linear regression model with unknown diagonal covariance matrix

Cited In (3)

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

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