Inferences on regression coefficients in a regression model under heteroscedasticity and robustness with respect to departure from normality

DOI10.1080/03610918608812491zbMATH Open0611.62035OpenAlexW2054965898MaRDI QIDQ3750795FDOQ3750795

Authors:

Publication date: 1986

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918608812491

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zbMATH Keywords

heteroscedasticityrobustnessnonnormalitydeparture from normalityMonte Carlo studiesWelch's methodTiku's robust proceduretesting the regression coefficient

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (5)

• Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form
• Exact inference for the linear model with groupwise heteroscedastic spherical disturbances.
• Robust Testing Procedures in Heteroscedastic Linear Models
• Some robust procedures for comparing several straight lines under heteroscedasticity and non-normality
• Title not available (Why is that?)

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