MODELING AND ESTIMATING VARIANCES IN REGRESSION

DOI10.1081/STA-120002853zbMath1008.62635OpenAlexW2074210438MaRDI QIDQ4540726

Tak K. Mak

Publication date: 28 July 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-120002853

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10)

Related Items

Parameter Estimation for Models with Unknown Parameters in Variance, On solving bias‐corrected non‐linear estimation equations with an application to the dynamic linear model, On a general class of probability distributions and its applications, Modelling conditional variance function in industrial data: a case study

Uses Software

• GLIM

Cites Work

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• Performance Measures Independent of Adjustment: An Explanation and Extension of Taguchi's Signal-to-Noise Ratios
• Heteroscedastic regression models with non-normally distributed errors
• Signal-to-Noise Ratios, Performance Criteria, and Transformations