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

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

Mathematics Subject Classification ID

General nonlinear regression (62J02)

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(24)

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• 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
• Robust methods for heteroskedastic regression
• Model selection for regression with heteroskedastic and autocorrelated errors
• Warped bases for conditional density estimation
• Applied regression analysis bibliography update 1994-97
• Covariance matrices of S robust regression estimators
• Robust diagnostics for the heteroscedastic regression model
• Heteroscedastic Nonlinear Regression
• Adapting for heteroscedasticity in linear models

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