Robust Multivariate Regression When There is Heteroscedasticity

DOI10.1080/03610910802372835MaRDI QIDQ3616246zbMATH OpenOpenAlexFDO

Authors Rand R. Wilcox

Publication date 24 March 2009

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910802372835

zbMATH Keywords

efficiencyoutliersrobust methods

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

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• Estimates of the Regression Coefficient Based on Kendall's Tau
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• The Importance of Assessing Measurement Reliability in Multivariate Regression
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• The Theil-Sen Estimator With Doubly Censored Data and Applications to Astronomy

Cited in

(13)

• Robust estimation of multivariate regression model
• Some results for robust GM-based estimators in heteroscedastic regression models
• Robust methods for heteroskedastic regression
• The performance of a robust multistage estimator in nonlinear regression with heteroscedastic errors
• A Generalized Regression Methodology for Bivariate Heteroscedastic Data
• Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes
• A review of some recent developments in robust regression
• scientific article; zbMATH DE number 1975292 (Why is no real title available?)
• Back propagation neural networks and multiple regressions in the case of heteroskedasticity
• Robust regression: testing global hypotheses about the slopes when there is multicollinearity or heteroscedasticity
• Efficient estimation and robust inference of linear regression models in the presence of heteroscedastic errors and high leverage points
• Robust estimation and variable selection in heteroscedastic linear regression
• Robust diagnostics for the heteroscedastic regression model

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