Heteroscedastic additive models: estimating the fixed effects and covariance matrix parameters

DOI10.15672/HUJMS.647481MaRDI QIDQ5165052zbMATH OpenOpenAlexFDO

Authors Adilson Silva, Miguel Fonseca

Publication date 15 November 2021

Published in Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15672/hujms.647481

zbMATH Keywords

additive designheteroscedasticityKronecker productorthogonal matrix

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• D-Optimum Designs for Heteroscedastic Linear Models
• Estimating Heteroscedastic Variances in Linear Models
• Estimating Regression Models with Multiplicative Heteroscedasticity
• Fitting Heteroscedastic Regression Models
• scientific article; zbMATH DE number 976830 (Why is no real title available?)
• Linear Models: The Theory and Application of Analysis of Variance
• Testing for heteroscedasticity in regression models
• Variational approximation for heteroscedastic linear models and matching pursuit algorithms

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