Heteroskedastic Linear Regression: Steps Towards Adaptivity, Efficiency, and Robustness

DOI10.1007/978-1-4939-0569-0_26zbMath1331.62341OpenAlexW263943501MaRDI QIDQ2787384

Stefanos Poulis, Dimitris N. Politis

Publication date: 25 February 2016

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4939-0569-0_26

zbMATH Keywords

minimum varianceBLUEleast squares estimation

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Linear regression; mixed models (62J05)

Cites Work

• The wild bootstrap, tamed at last
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Adapting for heteroscedasticity in linear models
• Bootstrap procedures under some non-i.i.d. models
• Jackknife, bootstrap and other resampling methods in regression analysis
• Robust regression:a weighted least squares approach

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