Robust estimation in certain heteroscedastic linear models when there are many parameters

DOI10.1016/0378-3758(82)90014-3zbMath0516.62063OpenAlexW2086166603MaRDI QIDQ1052779

Raymond J. Carroll

Publication date: 1982

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(82)90014-3

zbMATH Keywords

heteroscedasticitylinear modelsrobust estimationweighted least squaresM-type estimatorsmany parameters caserobustified weighted least squares

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Robustness properties of minimally-supported Bayesian D-optimal designs for heteroscedastic models, Nonparametric quasi-likelihood

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