Fitting Heteroscedastic Regression Models

DOI10.2307/2291205zbMATH Open0796.62055OpenAlexW4231821575MaRDI QIDQ4292142FDOQ4292142

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

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zbMATH Keywords

asymmetryheteroscedasticityregression quantileasymptotic theoryrobustnessconsistent estimationerror distributionnumerical exampleasymptotic covariancesandwich formulaleast absolute error regressionsregression and dispersion parametersweighted regression quantiles

Mathematics Subject Classification ID

General nonlinear regression (62J02)

Cited In (24)

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

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