Robust, Smoothly Heterogeneous Variance Regression
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Publication:4844072
DOI10.2307/2986237zbMATH Open0825.62583OpenAlexW2339982878MaRDI QIDQ4844072FDOQ4844072
Authors:
Publication date: 17 August 1995
Published in: Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2986237
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Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
Cited In (14)
- Stabilizing heteroscedasticity for butterfly-distributed residuals by the weighting absolute centered external variable
- An alternative method correcting BDR type of heteroskedasticity by the weighting re-estimated absolute residuals
- Estimation in the simple linear regression model when there is heteroscedasticity of unknown form
- Robust Multivariate Regression When There is Heteroscedasticity
- t-REML for Robust Heteroscedastic Regression Analysis of Mitochondrial Power
- Some results for robust GM-based estimators in heteroscedastic regression models
- Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution
- Small sample behavior of a robust heteroskedasticity consistent covariance matrix estimator
- Quadratic extrapolation for accelerating convergence of the EM fixed point problem
- Randomized extrapolation for accelerating EM-type fixed-point algorithms
- Robust methods for heteroskedastic regression
- Simulation results on extensions of the theil-sen regression estimator
- Some New Estimation Methods for Weighted Regression When There Are Possible Outliers
- Estimation of heteroscedasticity in regression analysis
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