Pages that link to "Item:Q4844072"
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The following pages link to Robust, Smoothly Heterogeneous Variance Regression (Q4844072):
Displaying 6 items.
- Quadratic extrapolation for accelerating convergence of the EM fixed point problem (Q2293620) (← links)
- Robust Multivariate Regression When There is Heteroscedasticity (Q3616246) (← links)
- Simulation results on extensions of the theil-sen regression estimator (Q4232111) (← links)
- Estimation in the simple linear regression model when there is heteroscedasticity of unknown form (Q4337195) (← links)
- Small sample behavior of a robust heteroskedasticity consistent covariance matrix estimator (Q4355596) (← links)
- Randomized extrapolation for accelerating EM-type fixed-point algorithms (Q6097563) (← links)