Pages that link to "Item:Q1170843"
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The following pages link to Robust estimation in heteroscedastic linear models (Q1170843):
Displaying 50 items.
- Profiling heteroscedasticity in linear regression models (Q90754) (← links)
- Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models (Q457054) (← links)
- Improvement of estimators in a linear regression problem with random errors in coefficients (Q536635) (← links)
- On the asymptotics of distributions of two-step statistical estimates (Q642082) (← links)
- Designs for weighted least squares regression, with estimated weights (Q746287) (← links)
- Two-stage Huber estimation (Q861204) (← links)
- Variance function additive partial linear models (Q902215) (← links)
- The impact of Levene's test of equality of variances on statistical theory and practice (Q907960) (← links)
- Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions (Q959439) (← links)
- A framework for modelling overdispersed count data, including the Poisson-shifted generalized inverse Gaussian distribution (Q961120) (← links)
- Robust estimation in certain heteroscedastic linear models when there are many parameters (Q1052779) (← links)
- A note on Levene's tests for equality of variances (Q1065481) (← links)
- Compromise designs in heteroscedastic linear models (Q1200664) (← links)
- Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications (Q1260675) (← links)
- Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response (Q1298891) (← links)
- Confidence intervals for the slope of a regression line when the error term has nonconstant variance (Q1351096) (← links)
- Efficiency comparisons in multivariate multiple regression with missing outcomes (Q1364671) (← links)
- Some results for robust GM-based estimators in heteroscedastic regression models (Q1582373) (← links)
- Semiparametric efficient estimators in heteroscedastic error models (Q1733112) (← links)
- A generalized partially linear framework for variance functions (Q1786908) (← links)
- Robust estimation and confidence interval in meta-regression models (Q1799820) (← links)
- Robust tests in nonlinear regression models (Q1817297) (← links)
- Nonparametric estimation in heteroskedastic regression (Q1916224) (← links)
- Robust consistent estimators for ROC curves with covariates (Q2169834) (← links)
- \(M\)-estimators for regression with changing scale (Q2358426) (← links)
- Monetary policy and interest rates. An adaptive estimator approach (Q2366874) (← links)
- Effect of heteroscedasticity and heterogeneousness on outlier detection for geodetic networks (Q2477768) (← links)
- Estimating the retransformed mean in a heteroscedastic two-part model (Q2581651) (← links)
- On mean estimation for heteroscedastic random variables (Q2686600) (← links)
- Bias-corrected heterosced asticity robust covariance matrix (sandwich) estimators (Q2780871) (← links)
- The Performance of a Robust Multistage Estimator in Nonlinear Regression with Heteroscedastic Errors (Q2828721) (← links)
- High-Dimensional Heteroscedastic Regression with an Application to eQTL Data Analysis (Q2894024) (← links)
- Robust Two‐Stage Estimation in Hierarchical Nonlinear Models (Q3078724) (← links)
- Semiparametric estimation for the dispersion parameter in the analysis of over- or underdispersed count data (Q3183857) (← links)
- Una aplicacion de la estimacion no parametrica al modelo lineal general con varianza no homogenea (Q3357352) (← links)
- Robust Testing Procedures in Heteroscedastic Linear Models (Q3616266) (← links)
- Estimation of the Variance Function in Heteroscedastic Linear Regression Models (Q3631435) (← links)
- Bayesian robust transformation and variable selection: A unified approach (Q3645628) (← links)
- Estimation in one–way classification with heteroscedastic error (Q3798080) (← links)
- Iterated weighted least squares in heteroscedastic lineaipmod%81è (Q3989500) (← links)
- On gee-based regression estimators under first moment misspegification (Q4241672) (← links)
- Estimation in the simple linear regression model when there is heteroscedasticity of unknown form (Q4337195) (← links)
- Asymptotic results for inadequate nonlinear models with heteroscedastic variances (Q4366343) (← links)
- A Robust Heteroskedasticity Consistent Covariance Matrix Estimator (Q4375875) (← links)
- Convergence to Normality of the Asymptotic Quasi-Score Function on a Linear Model (Q4488934) (← links)
- Efficient<i>L</i><sub>1</sub>estimation and related inferences in linear regression with unknown form of heteroscedasticity (Q4804994) (← links)
- Iterative weighted estimation based on variance modelling in linear regression models (Q5087535) (← links)
- (Q5101788) (← links)
- Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence (Q5193292) (← links)
- Efficient Estimation and Robust Inference of Linear Regression Models in the Presence of Heteroscedastic Errors and High Leverage Points (Q5299959) (← links)
