Estimating Regression Models with Multiplicative Heteroscedasticity
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Publication:4099082
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- Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative
- On inference in the presence of heteroskedasticity without replicated observations
- scientific article; zbMATH DE number 7626772 (Why is no real title available?)
- Variable selection in joint location and scale models of the skew-normal distribution
- Robust methods for heteroskedastic regression
- Monte Carlo power comparison of seven most commonly used heteroscedasticity tests
- The multiplicative heteroscedastic von Bertalanffy model
- Testing for heteroscedasticity in simultaneous equation models
- Variable selection in joint mean and dispersion models via double penalized likelihood
- Covariance matrices of S robust regression estimators
- Heteroscedastic symmetrical linear models
- A study of several new and existing tests for heteroscedasticity in the general linear model
- Generalized LM tests for functional form and heteroscedasticity
- Joint modeling of location and scale parameters of the skew-normal distribution
- Variable selection for skew-normal mixture of joint location and scale models
- Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar
- Testing for Heteroscedasticity in Nonlinear Regression Models
- Double generalized linear model for tissue culture proportion data: a Bayesian perspective
- Inferences of variance function – a parametric robust way
- Misspecification Testing in a Class of Conditional Distributional Models
- Robust diagnostics for the heteroscedastic regression model
- An EM algorithm for the heteroscedastic regression models with censored data
- Significance testing in non-sparse high-dimensional linear models
- Improved estimators for a general class of beta regression models
- Resurrecting weighted least squares
- Bayesian estimation of a random effects heteroscedastic probit model
- Testing the equality of the variances of two linear models
- A semiparametric Bayesian approach to joint mean and variance models
- Testing for multiplicative heteroskedasticity
- Covariance structure selection in general mixed models
- Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity.
- Degeneracy in heteroscedastic regression models
- Multi-parameter regression survival modeling: an alternative to proportional hazards
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