Nonparametric estimation in heteroskedastic regression

DOI10.1016/0167-7152(95)00077-1zbMath0847.62028OpenAlexW2093621395MaRDI QIDQ1916224

Michael G. Akritas

Publication date: 30 September 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00077-1

zbMATH Keywords

rank estimationheteroskedastic regression modelranks of weighted observationssymmetric error distributionunequal varianceweighted rank estimates

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05) Generalized linear models (logistic models) (62J12)

Cites Work

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• Aligned rank tests for the linear model with heteroscedastic errors
• Robust estimation in heteroscedastic linear models
• An alternative derivation of aligned rank tests for regression
• Asymptotic relations of M-estimates and R-estimates in linear regression model
• Convergence of reduced empirical and quantile processes with application to functions of order statistics in the non-I.I.D. case
• Estimation of the Distribution of Noise in an Autoregression Scheme
• One-Step Huber Estimates in the Linear Model
• Nonparametric Estimate of Regression Coefficients

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