scientific article; zbMATH DE number 3934248

MaRDI QIDQ3706362zbMATH OpenFDO

Authors David Ruppert, Robert N. Jun. Holt, Raymond J. Carroll

Publication date 1982

zbMATH Keywords

generalized least squaresheteroscedastic linear modelspseudo likelihoodrobust estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cited in

(10)

• Adapting for heteroscedasticity in linear models
• On the limit in the equivalence between heteroscedastic regression and filtering model.
• Some improved estimators in the case of possible heteroscedasticity
• Heteroscedastic regression models and applications to off-line quality control
• Estimation and Inference for Heteroscedastic Systems of Equations
• scientific article; zbMATH DE number 1222270 (Why is no real title available?)
• scientific article; zbMATH DE number 618857 (Why is no real title available?)
• Comparison of operational variants of Best homogeneous and heterogeneous estimators in linear regression
• The prediction distribution for the heteroscedastic multivariate lineary models
• Parameter estimation in linear models with heteroscedastic variances subject to order restrictions

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