Fitting Heteroscedastic Regression Models

DOI10.2307/2291205zbMath0796.62055OpenAlexW4231821575MaRDI QIDQ4292142

David Ruppert, Raymond J. Carroll, A. H. Welsh

Publication date: 10 July 1994

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

zbMATH Keywords

asymmetrynumerical examplerobustnessheteroscedasticityasymptotic theoryasymptotic covarianceconsistent estimationregression quantileerror distributionsandwich formulaleast absolute error regressionsregression and dispersion parametersweighted regression quantiles

Mathematics Subject Classification ID

General nonlinear regression (62J02)

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