Robust Multivariate Regression When There is Heteroscedasticity
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Publication:3616246
DOI10.1080/03610910802372835zbMath1161.62365OpenAlexW2030716895MaRDI QIDQ3616246
Publication date: 24 March 2009
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910802372835
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items (2)
A Generalized Regression Methodology for Bivariate Heteroscedastic Data ⋮ Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes
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