Robust, Smoothly Heterogeneous Variance Regression
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Publication:4844072
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(14)- Robust methods for heteroskedastic regression
- Stabilizing heteroscedasticity for butterfly-distributed residuals by the weighting absolute centered external variable
- Small sample behavior of a robust heteroskedasticity consistent covariance matrix estimator
- 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
- Simulation results on extensions of the theil-sen regression estimator
- Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution
- Some New Estimation Methods for Weighted Regression When There Are Possible Outliers
- Estimation of heteroscedasticity in regression analysis
- Estimation in the simple linear regression model when there is heteroscedasticity of unknown form
- An alternative method correcting BDR type of heteroskedasticity by the weighting re-estimated absolute residuals
- Quadratic extrapolation for accelerating convergence of the EM fixed point problem
- Randomized extrapolation for accelerating EM-type fixed-point algorithms
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