Pages that link to "Item:Q1103305"

The following pages link to Nonlinear least squares and maximum likelihood estimation of a heteroscedastic regression model (Q1103305):

Displaying 11 items.

• Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative (Q356647) (← links)
• A regression model of the heteroscedastic error variance (Q356655) (← links)
• Asymptotic theory in heteroscedastic nonlinear models (Q915310) (← links)
• A convergence theorem for sums of dependent Hilbert space valued triangular arrays (Q1324597) (← links)
• Degeneracy in heteroscedastic regression models (Q1587364) (← links)
• Doubly penalized likelihood estimator in heteroscedastic regression (Q1771433) (← links)
• The heteroskedastic linear regression model and the Hadamard product. A note (Q1899237) (← links)
• Stochastic regression model with heteroscedastic disturbance (Q1901683) (← links)
• Statistical inference in nonlinear regression under heteroscedasticity (Q1936432) (← links)
• A robust class of homoscedastic nonlinear regression models (Q5107490) (← links)
• Heteroscedastic Nonlinear Regression Models (Q5305517) (← links)