Robust estimation in certain heteroscedastic linear models when there are many parameters

DOI10.1016/0378-3758(82)90014-3MaRDI QIDQ1052779zbMATH OpenOpenAlexFDO

Authors Raymond J. Carroll

Publication date 1982

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(82)90014-3

zbMATH Keywords

heteroscedasticitylinear modelsM-type estimatorsmany parameters caserobust estimationrobustified weighted least squaresweighted least squares

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05)

Cites work

• A Comparison Between Maximum Likelihood and Generalized Least Squares in a Heteroscedastic Linear Model
• Asymptotic behavior of M-estimators for the linear model
• Asymptotic relations of M-estimates and R-estimates in linear regression model
• Correcting Inhomogeneity of Variance with Power Transformation Weighting
• Efficient Bounded-Influence Regression Estimation
• Estimation for a linear regression model with unknown diagonal covariance matrix
• scientific article; zbMATH DE number 3080034 (Why is no real title available?)
• Least Squares Estimation when the Covariance Matrix and Parameter Vector are Functionally Related
• Robust estimation in heteroscedastic linear models
• Robust methods of estimation of regression coefficients¹
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Using residuals robustly I: Tests for heteroscedasticity, nonlinearity

Cited in

(2)

• Nonparametric quasi-likelihood
• Robustness properties of minimally-supported Bayesian D-optimal designs for heteroscedastic models

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