Fitting Heteroscedastic Regression Models

DOI10.2307/2291205MaRDI QIDQ4292142zbMATH OpenOpenAlexFDO

Authors David Ruppert, Alan H. Welsh, Raymond J. Carroll

Publication date 10 July 1994

Full work available at URL https://doi.org/10.2307/2291205

zbMATH Keywords

asymmetryasymptotic covarianceasymptotic theoryconsistent estimationerror distributionheteroscedasticityleast absolute error regressionsnumerical exampleregression and dispersion parametersregression quantilerobustnesssandwich formulaweighted regression quantiles

Mathematics Subject Classification ID

General nonlinear regression (62J02)

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• Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data
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• Warped bases for conditional density estimation
• Model selection for regression with heteroskedastic and autocorrelated errors
• Estimating the retransformed mean in a heteroscedastic two-part model
• Heteroscedastic regression models and applications to off-line quality control
• Heteroscedasticity detection and estimation with quantile difference method
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• Covariance matrices of S robust regression estimators
• Heteroscedastic Nonlinear Regression
• Applied regression analysis bibliography update 1994-97
• Statistical inference on heteroscedastic models based on regression quantiles
• Heteroscedastic regression models with non-normally distributed errors
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• ADAPTIVE ESTIMATION OF HETEROSKEDASTIC ERROR COMPONENT MODELS
• Modeling heteroscedastic age‐period‐cohort cancer data
• ASYMPTOTICALLY EFFICIENT MEDIAN REGRESSION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
• Robust, Smoothly Heterogeneous Variance Regression
• Asymptotics for L₁‐estimators of regression parameters under heteroscedasticityY
• Heteroscedastic additive models: estimating the fixed effects and covariance matrix parameters
• Quantile inference for heteroscedastic regression models
• Robust estimation of heteroscedastic regression models: a brief overview and new proposals
• Robust diagnostics for the heteroscedastic regression model

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