Nonparametrically Weighted Least Squares Estimation in Heteroscedastic Linear Regression

DOI<401::AID-BIMJ401>3.0.CO;2-5 10.1002/(SICI)1521-4036(199907)41:4<401::AID-BIMJ401>3.0.CO;2-5zbMath1069.62523OpenAlexW2081832153MaRDI QIDQ4267701

Anthony Y. C. Kuk

Publication date: 1999

Full work available at URL: https://doi.org/10.1002/(sici)1521-4036(199907)41:4<401::aid-bimj401>3.0.co;2-5

zbMATH Keywords

SmoothingEfficiencyVariance functionOptimal weightsSquared residuals

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

Related Items (3)

Forward detrending for heteroskedasticity-robust panel unit root testing ⋮ Profiling heteroscedasticity in linear regression models ⋮ Estimation of the Variance Function in Heteroscedastic Linear Regression Models

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