Robust Testing Procedures in Heteroscedastic Linear Models
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Cites work
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- Bounded Influence and High Breakdown Point Testing Procedures in Linear Models
- Breakdown Robustness of Tests
- Correcting Inhomogeneity of Variance with Power Transformation Weighting
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 3789670 (Why is no real title available?)
- scientific article; zbMATH DE number 47406 (Why is no real title available?)
- scientific article; zbMATH DE number 1898277 (Why is no real title available?)
- Least Squares Estimation when the Covariance Matrix and Parameter Vector are Functionally Related
- Optimum robust testing in linear models
- Robust analysis of variance based upon a likelihood ratio criterion
- Robust asymptotic statistics
- Robust Bounded-Influence Tests in General Parametric Models
- Robust Bounded-Influence Tests in Linear Models
- Robust estimation in heteroscedastic linear models
- Robust Statistics
- Robust tests of inequality constraints and one-sided hypotheses in the linear model
- Robust Wald-Type Tests of One-Sided Hypotheses in the Linear Model
- Some New Estimation Methods for Weighted Regression When There Are Possible Outliers
- Some results for robust GM-based estimators in heteroscedastic regression models
- Using residuals robustly I: Tests for heteroscedasticity, nonlinearity
Cited in
(16)- Analysis of fixed effects linear models under heteroscedastic errors
- Robust heteroskedasticity-robust tests
- Robust tests in nonlinear regression models
- Heteroscedasticity: multiple degrees of freedom vs. sandwich estimation
- Robust Bounded-Influence Tests in Linear Models
- Wald-type statistics in heteroscedastic linear models
- Robust testing for random effects in unbalanced heteroscedastic one-way models
- Some robust procedures for comparing several straight lines under heteroscedasticity and non-normality
- Inferences on regression coefficients in a regression model under heteroscedasticity and robustness with respect to departure from normality
- scientific article; zbMATH DE number 19006 (Why is no real title available?)
- An outlier-resistant test for heteroscedasticity in linear models
- Heteroskedasticity–robust tests with minimum size distortion
- Dimension test approach of heteroscedasticity in the linear model
- scientific article; zbMATH DE number 5251887 (Why is no real title available?)
- Robust hypothesis testing in functional linear models
- A study of several new and existing tests for heteroscedasticity in the general linear model
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