Estimation in the simple linear regression model when there is heteroscedasticity of unknown form

DOI10.1080/03610929608831766zbMath0875.62308MaRDI QIDQ4337195

Rand R. Wilcox

Publication date: 5 November 1997

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831766

zbMATH Keywords

smoother; bootstrap; weighted least squares; robust hypothesis testing; \(M\)-regression

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F35: Robustness and adaptive procedures (parametric inference)

Related Items

Estimating the conditional variance ofY, givenX, in a simple regression model, Applied regression analysis bibliography update 1994-97, Simulation results on extensions of the theil-sen regression estimator

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