Exactly what is being modelled by the systematic component in a heteroscedastic linear regression

DOI10.1016/0167-7152(92)90031-YzbMATH Open0729.62644MaRDI QIDQ806931FDOQ806931

Authors: Alan H. Welsh, Stephen Portnoy 

Publication date: 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cites Work

• Regression Quantiles
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Kernel and nearest-neighbor estimation of a conditional quantile
• Asymptotic properties of kernel estimators based on local medians
• Nonparametric regression M-quantiles

Cited In (2)

• \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations
• Instability of least squares, least absolute deviation and least median of squares linear regression. (With a comment and a rejoinder).

This page was built for publication: Exactly what is being modelled by the systematic component in a heteroscedastic linear regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q806931)