Pages that link to "Item:Q4267701"
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The following pages link to Nonparametrically Weighted Least Squares Estimation in Heteroscedastic Linear Regression (Q4267701):
Displaying 10 items.
- Profiling heteroscedasticity in linear regression models (Q90754) (← links)
- Iterative weighted least squares estimators (Q688406) (← links)
- Weighted least squares estimators in possibly misspecified nonlinear regression (Q745319) (← links)
- Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market (Q901502) (← links)
- Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response (Q1298891) (← links)
- An iterative self-weighting procedure for fitting straight lines to heteroscedastic data (Q3471519) (← links)
- A note on millers's empirical weights for heteroscedastic linear regression (Q3474059) (← links)
- Estimation of the Variance Function in Heteroscedastic Linear Regression Models (Q3631435) (← links)
- (Q4715080) (← links)
- Estimation in the presence of heteroskedasticity of unknown form: a Lasso-based approach (Q6561136) (← links)