Robust estimation in heteroscedastic linear models
From MaRDI portal
Cited in
(60)- Robust estimation in certain heteroscedastic linear models when there are many parameters
- A note on Levene's tests for equality of variances
- Compromise designs in heteroscedastic linear models
- Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications
- Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response
- Confidence intervals for the slope of a regression line when the error term has nonconstant variance
- Efficiency comparisons in multivariate multiple regression with missing outcomes
- Some results for robust GM-based estimators in heteroscedastic regression models
- Semiparametric efficient estimators in heteroscedastic error models
- A generalized partially linear framework for variance functions
- Robust estimation and confidence interval in meta-regression models
- Robust tests in nonlinear regression models
- Nonparametric estimation in heteroskedastic regression
- Robust consistent estimators for ROC curves with covariates
- M-estimators for regression with changing scale
- Monetary policy and interest rates. An adaptive estimator approach
- Effect of heteroscedasticity and heterogeneousness on outlier detection for geodetic networks
- Estimating the retransformed mean in a heteroscedastic two-part model
- On mean estimation for heteroscedastic random variables
- Bias-corrected heterosced asticity robust covariance matrix (sandwich) estimators
- The performance of a robust multistage estimator in nonlinear regression with heteroscedastic errors
- High-dimensional heteroscedastic regression with an application to eQTL data analysis
- Robust two-stage estimation in hierarchical nonlinear models
- Semiparametric estimation for the dispersion parameter in the analysis of over- or underdispersed count data
- Una aplicacion de la estimacion no parametrica al modelo lineal general con varianza no homogenea
- Robust Testing Procedures in Heteroscedastic Linear Models
- Estimation of the Variance Function in Heteroscedastic Linear Regression Models
- Bayesian robust transformation and variable selection: A unified approach
- Estimation in one–way classification with heteroscedastic error
- Iterated weighted least squares in heteroscedastic lineaipmod%81è
- On gee-based regression estimators under first moment misspegification
- Estimation in the simple linear regression model when there is heteroscedasticity of unknown form
- Asymptotic results for inadequate nonlinear models with heteroscedastic variances
- A Robust Heteroskedasticity Consistent Covariance Matrix Estimator
- Convergence to Normality of the Asymptotic Quasi-Score Function on a Linear Model
- Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models
- EfficientL1estimation and related inferences in linear regression with unknown form of heteroscedasticity
- Iterative weighted estimation based on variance modelling in linear regression models
- scientific article; zbMATH DE number 7578279 (Why is no real title available?)
- Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: a Monte Carlo evidence
- Efficient estimation and robust inference of linear regression models in the presence of heteroscedastic errors and high leverage points
- Improvement of estimators in a linear regression problem with random errors in coefficients
- Performance of Kibria's method for the heteroscedastic ridge regression model: some Monte Carlo evidence
- Modeling of Hormone Secretion‐Generating Mechanisms with Splines: A Pseudo‐Likelihood Approach
- Robust estimation and variable selection in heteroscedastic linear regression
- On marginal quasi-likelihood inference in generalized linear mixed models
- On the asymptotics of Z-estimators indexed by the objective functions
- An adaptive weighted least squares ratio approach for estimation of heteroscedastic linear regression model in the presence of outliers
- Nonlinear regression models with single‐index heteroscedasticity
- On the asymptotics of distributions of two-step statistical estimates
- Enveloped Huber Regression
- Robust estimation of heteroscedastic regression models: a brief overview and new proposals
- Fast rates of exponential cost function
- Designs for weighted least squares regression, with estimated weights
- Two-stage Huber estimation
- Variance function additive partial linear models
- Profiling heteroscedasticity in linear regression models
- The impact of Levene's test of equality of variances on statistical theory and practice
- Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions
- A framework for modelling overdispersed count data, including the Poisson-shifted generalized inverse Gaussian distribution
This page was built for publication: Robust estimation in heteroscedastic linear models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1170843)
