Variance Function Estimation
From MaRDI portal
Recommendations
Cited in
(only showing first 100 items - show all)- Adaptive functional mixed NHPP models for the analysis of recurrent event panel data
- Estimation of heteroscedasticity in regression analysis
- Volume, volatility, and leverage: A dynamic analysis
- On the bootstrap and the trimmed mean
- Semiparametric quasilikelihood and variance function estimation in measurement error models
- First-order optimal designs for non-linear models
- MIDAS Regressions: Further Results and New Directions
- Marginal likelihood and Bayesian approaches to the analysis of heterogeneous residual variances in mixed linear Gaussian models
- A quasi-likelihood approach to the REML estimating equations
- Nonparametric estimation of structural models for high-frequency currency market data
- Local median estimation of variance function
- Identification of dispersion effects from unreplicated \(2^{n-k}\) fractional factorial designs
- Some results for robust GM-based estimators in heteroscedastic regression models
- Further evidence on the variability of inflation and relative price variability
- Heteroscedasticity checks for regression models
- Conditional feature screening for mean and variance functions in models with multiple-index structure
- Robust methods for heteroskedastic regression
- Additive partially linear models for massive heterogeneous data
- A generalized partially linear framework for variance functions
- Generalized variance functions for infinitely divisible mixture distributions
- Statistical inference in nonlinear regression under heteroscedasticity
- Variance function estimation in quantitative mass spectrometry with application to iTRAQ labeling
- Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data
- High-dimensional index volatility models via Stein's identity
- Statistical monitoring of heteroscedastic dose-response profiles from high-throughput screening
- Variance function estimation of a one-dimensional nonstationary process
- A robust property of pseudo-likelihood estimation for count data
- Regression splines in the quasi-likelihood analysis of recurrent event data
- Optimal variance estimation without estimating the mean function
- Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection
- Semiparametric estimation of mean and variance functions for non-Gaussian data
- Quasi-likelihood estimation for GLM with random scales
- Leverage adjustments for dispersion modelling in generalized nonlinear models
- Predicting volatility: getting the most out of return data sampled at different frequencies
- Regime switching for dynamic correlations
- Estimation of variance functions in assays with possibly unequal replication and nonnormal data
- Variance function estimation via model selection
- Statistical evaluation of the regulatory guidelines for use of furosemide in race horses
- A semiparametric model for the analysis of recurrent-event panel data
- Estimation and inference for a spline-enhanced population pharmacokinetic model
- Joint estimation and variable selection for mean and dispersion in proper dispersion models
- Applied regression analysis bibliography update 1988-89
- scientific article; zbMATH DE number 426238 (Why is no real title available?)
- Heteroscedasticity detection and estimation with quantile difference method
- Clustered Mixed Nonhomogeneous Poisson Process Spline Models for the Analysis of Recurrent Event Panel Data
- A RESTRICTED MAXIMUM LIKELIHOOD PROCEDURE FOR ESTIMATING THE VARIANCE FUNCTION OF AN IMMUNOASSAY
- Inferences of variance function – a parametric robust way
- Estimation of the Variance Function in Heteroscedastic Linear Regression Models
- Variance of estimates of variance of deviations from regression function
- scientific article; zbMATH DE number 4043127 (Why is no real title available?)
- Variance functions and the minimum detectable concentration in assays
- scientific article; zbMATH DE number 4100415 (Why is no real title available?)
- The collected works of john w. tukey
- Accounting for uncertainty in heteroscedasticity in nonlinear regression
- Joint estimation of the mean and dispersion parameters in the analysis of proportions: A comparison of efficiency and bias
- Criteria for estimating the variance function used in the asymptotic quasi-likelihood approach
- Robustness properties of minimally-supported Bayesian D-optimal designs for heteroscedastic models
- The relationship between the absolute deviation from a quantile and Gini's mean difference
- Estimates for mean and dispersion effects in unreplicated factorial designs
- scientific article; zbMATH DE number 802852 (Why is no real title available?)
- A regularization corrected score method for nonlinear regression models with covariate error
- scientific article; zbMATH DE number 7640042 (Why is no real title available?)
- Design-consistent model-based variances with systematic sampling: a case study with the Danish national Forest inventory
- Smooth estimation of mean and dispersion function in extended generalized additive models with application to Italian induced abortion data
- Alternative mean-squared error estimators for synthetic estimators of domain means
- Inference about regression parameters using highly stratified survey count data with over-dispersion and repeated measurements
- Emulation of stochastic simulators using generalized lambda models
- Generalized linear longitudinal mixed models with linear covariance structure and multiplicative random effects
- Variance function in regression analysis of longitudinal data using the generalized estimating equation approach
- Parameter Estimation for Models with Unknown Parameters in Variance
- Modeling of Hormone Secretion‐Generating Mechanisms with Splines: A Pseudo‐Likelihood Approach
- A Modified Pseudolikelihood Approach for Analysis of Longitudinal Data
- A fully nonparametric diagnostic test for homogeneity of variances
- Bayesian and maximin optimal designs for heteroscedastic regression models
- The parametric number variance
- Threshold heteroskedastic models
- Optimal designs for variance function estimation using sample variances
- Contemporaneous asymmetry in GARCH processes
- On variable selection in joint modeling of mean and dispersion
- Covariance prediction via convex optimization
- Jointly pooling aggregated effect sizes and their standard errors from studies with continuous clinical outcomes
- Robust Inference and Modeling of Mean and Dispersion for Generalized Linear Models
- Nonparametric estimation of mean and dispersion functions in extended generalized linear models
- Generalized linear mixed models: a review and some extensions
- Estimation using penalized quasilikelihood and quasi-pseudo-likelihood in Poisson mixed models
- Fast estimation of mixed-effects location-scale regression models
- An adaptive design for optimizing treatment assignment in randomized clinical trials
- Confidence bounds for nonlinear dose-response relationships
- Isotonic Regression for Variance Estimation and Its Role in Mean Estimation and Model Validation
- Direct regression models for longitudinal rates of change
- A comparison of the variance estimation methods for heteroscedastic nonlinear models
- Detecting and correcting for heteroscedasticity in the presence of measurement error
- Gaps Between Consecutive Primes and the Exponential Distribution
- Robust estimation of heteroscedastic regression models: a brief overview and new proposals
- Modelling conditional variance function in industrial data: a case study
- Minimax rates of convergence for nonparametric location-scale models
- Degradation Data Analysis based on Wiener Process with a Nonlinear Drift and a Stochastic Volatility
- Stochastic population dynamics in a Markovian environment implies Taylor's power law of fluctuation scaling
- Variational approximation for heteroscedastic linear models and matching pursuit algorithms
- Likelihood-based and Bayesian methods for Tweedie compound Poisson linear mixed models
This page was built for publication: Variance Function Estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3793564)
