Pages that link to "Item:Q1061431"

The following pages link to Adapting for heteroscedasticity in linear models (Q1061431):

Displaying 50 items.

• Testing for constant variance in a linear model (Q90697) (← links)
• Adaptive estimation of autoregressive models with time-varying variances (Q290952) (← links)
• Joint estimation and variable selection for mean and dispersion in proper dispersion models (Q309529) (← links)
• Asymptotic distribution of the weighted least squares estimator (Q583756) (← links)
• Rejoinder on: A review on empirical likelihood methods for regression (Q619116) (← links)
• Testing increasing dispersion (Q672959) (← links)
• On the estimation of a monotone conditional variance in nonparametric regression (Q734411) (← links)
• An empirical process central limit theorem for dependent non-identically distributed random variables (Q808514) (← links)
• A note on linear heteroscedasticity models (Q899893) (← links)
• Variance function additive partial linear models (Q902215) (← links)
• Asymptotic theory in heteroscedastic nonlinear models (Q915310) (← links)
• A semi-parametric approach to dual modeling when no replication exists (Q984645) (← links)
• Asymptotic normality in partial linear models based on dependent errors (Q998990) (← links)
• Estimation of heteroscedasticity in regression analysis (Q1095531) (← links)
• A note on the construction of asymptotically linear estimators (Q1096991) (← links)
• Adaptive nonparametric estimation of a multivariate regression function (Q1107923) (← links)
• Calculating the (local) semiparametric efficiency bounds for the generated regressors problem (Q1209893) (← links)
• Asymptotic normality of generalized functional estimators dependent on covariables (Q1262648) (← links)
• Adaptive estimation of regression models via moment restrictions (Q1262659) (← links)
• Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response (Q1298891) (← links)
• Convenient estimators for the panel probit model (Q1305638) (← links)
• Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity (Q1341188) (← links)
• Efficient estimates in linear and nonlinear regression with heteroscedastic errors (Q1361764) (← links)
• Robust estimation of nonlinear regression with autoregressive errors. (Q1423212) (← links)
• Some results for robust GM-based estimators in heteroscedastic regression models (Q1582373) (← links)
• Efficiency for heteroscedastic regression with responses missing at random (Q1642744) (← links)
• Feasible generalized least squares using support vector regression (Q1714071) (← links)
• Semiparametric efficient estimators in heteroscedastic error models (Q1733112) (← links)
• Doubly penalized likelihood estimator in heteroscedastic regression (Q1771433) (← links)
• A generalized partially linear framework for variance functions (Q1786908) (← links)
• Generalized variance functions for infinitely divisible mixture distributions (Q1790547) (← links)
• Jackknifing type weighted least squares estimators in partially linear regression models. (Q1871309) (← links)
• Econometric analysis of volatile art markets (Q1927095) (← links)
• Weighted least squares estimation with missing responses: an empirical likelihood approach (Q1951142) (← links)
• Berry-Esseen type bounds in heteroscedastic semi-parametric model (Q2276178) (← links)
• Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
• Bayesian regression with nonparametric heteroskedasticity (Q2343818) (← links)
• \(M\)-estimators for regression with changing scale (Q2358426) (← links)
• On variance function estimation with quadratic forms (Q2365880) (← links)
• Monetary policy and interest rates. An adaptive estimator approach (Q2366874) (← links)
• Variance estimation in nonparametric regression via the difference sequence method (Q2466688) (← links)
• Asymptotics of estimators in semi-parametric model under NA samples (Q2499088) (← links)
• Bias-corrected heterosced asticity robust covariance matrix (sandwich) estimators (Q2780871) (← links)
• Heteroskedastic Linear Regression: Steps Towards Adaptivity, Efficiency, and Robustness (Q2787384) (← links)
• Empirical Likelihood for Semiparametric Varying-Coefficient Heteroscedastic Partially Linear Errors-in-Variables Models (Q2859292) (← links)
• Inference under Heteroscedasticity of Unknown Form Using an Adaptive Estimator (Q2892643) (← links)
• Empirical Likelihood for a Heteroscedastic Partial Linear Errors-in-Variables Model (Q2903802) (← links)
• Asymptotic Normality of Estimators in Heteroscedastic Semi-Parametric Model with Strong Mixing Errors (Q2920027) (← links)
• Empirical Likelihood for a Heteroscedastic Partial Linear Model (Q3006271) (← links)
• (Q3327538) (← links)