Pages that link to "Item:Q1095531"

The following pages link to Estimation of heteroscedasticity in regression analysis (Q1095531):

Displaying 50 items.

• Diagnostics for heteroscedasticity in regression (Q90694) (← links)
• Testing for constant variance in a linear model (Q90697) (← links)
• Profiling heteroscedasticity in linear regression models (Q90754) (← links)
• Nonparametric bootstrap analysis with applications to demographic effects in demand functions (Q91785) (← links)
• Joint estimation and variable selection for mean and dispersion in proper dispersion models (Q309529) (← links)
• Use of difference-based methods to explore statistical and mathematical model discrepancy in inverse problems (Q318177) (← links)
• Heteroscedasticity detection and estimation with quantile difference method (Q328092) (← links)
• A regression model of the heteroscedastic error variance (Q356655) (← links)
• A simple bootstrap method for constructing nonparametric confidence bands for functions (Q385770) (← links)
• Lack-of-fit tests based on weighted ratio of residuals and variances (Q394405) (← links)
• Nonparametric estimation of a log-variance function in scale-space (Q394784) (← links)
• Bandwidth choice for robust nonparametric scale function estimation (Q434929) (← links)
• A smooth simultaneous confidence band for conditional variance function (Q497866) (← links)
• A two-stage hybrid procedure for estimating an inverse regression function (Q548542) (← links)
• Variance estimation for high-dimensional regression models (Q697472) (← links)
• Modelling conditional variance function in industrial data: a case study (Q713897) (← links)
• Partitioning estimation of local variance based on nearest neighbors under censoring (Q725665) (← links)
• On the estimation of a monotone conditional variance in nonparametric regression (Q734411) (← links)
• Nonparametric curve estimation with time series errors (Q811056) (← links)
• Asymptotic theory in heteroscedastic nonlinear models (Q915310) (← links)
• Adaptive variance function estimation in heteroscedastic nonparametric regression (Q955129) (← links)
• Variance function estimation in multivariate nonparametric regression with fixed design (Q958912) (← links)
• Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions (Q959439) (← links)
• Nonparametric variance function estimation with missing data (Q962208) (← links)
• On a robust local estimator for the scale function in heteroscedastic nonparametric regression (Q984008) (← links)
• Testing heteroscedasticity in nonparametric regression models based on residual analysis (Q1032780) (← links)
• Semiparametric quantile modelling of hierarchical data (Q1034286) (← links)
• Kriging by local polynomials. (Q1277692) (← links)
• Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response (Q1298891) (← links)
• A multiplicative bias reduction method for nonparametric regression (Q1324598) (← links)
• Efficient estimates in linear and nonlinear regression with heteroscedastic errors (Q1361764) (← links)
• Two-stage change-point estimators in smooth regression models (Q1365167) (← links)
• Local median estimation of variance function (Q1431120) (← links)
• Transfer of tail information in censored regression models (Q1578287) (← links)
• Some results for robust GM-based estimators in heteroscedastic regression models (Q1582373) (← links)
• Degeneracy in heteroscedastic regression models (Q1587364) (← links)
• Estimation of regression functions with a discontinuity in a derivative with local polynomial fits (Q1613008) (← links)
• Efficiency for heteroscedastic regression with responses missing at random (Q1642744) (← links)
• Asymptotically optimal differenced estimators of error variance in nonparametric regression (Q1658531) (← links)
• Multiscale blind source separation (Q1750285) (← links)
• Adaptive estimation of mean and volatility functions in (auto-)regressive models. (Q1766042) (← links)
• Nonparametric estimation of scalar diffusions based on low frequency data (Q1766134) (← links)
• Doubly penalized likelihood estimator in heteroscedastic regression (Q1771433) (← links)
• Generalized variance functions for infinitely divisible mixture distributions (Q1790547) (← links)
• Nonparametric quasi-likelihood (Q1807180) (← links)
• Change point estimation by local linear smoothing (Q1867136) (← links)
• On two recent papers of Y. Kanazawa (Q1903153) (← links)
• A note on strong convergence rates in nonparametric regression (Q1903185) (← links)
• The laws of the iterated logarithm of some estimates in partly linear models (Q1907903) (← links)
• A set-indexed process in a two-region image (Q1915847) (← links)