Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response

DOI10.1016/S0378-3758(98)00134-7zbMath0930.62043WikidataQ128037202 ScholiaQ128037202MaRDI QIDQ1298891

Anton Schick

Publication date: 13 February 2000

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

zbMATH Keywords

heteroscedastic regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

Related Items (1)

Estimating functionals of the error distribution in parametric and nonparametric regression

Cites Work

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• Adapting for heteroscedasticity in linear models
• On asymptotically efficient estimation in semiparametric models
• Estimation of heteroscedasticity in regression analysis
• A note on the construction of asymptotically linear estimators
• On adaptive estimation
• Robust estimation in heteroscedastic linear models
• Efficient estimates in linear and nonlinear regression with heteroscedastic errors
• On a semiparametric variance function model and a test for heteroscedasticity
• Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form

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