Robust, Smoothly Heterogeneous Variance Regression

DOI10.2307/2986237zbMath0825.62583OpenAlexW2339982878MaRDI QIDQ4844072

No author found.

Publication date: 17 August 1995

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2986237

zbMATH Keywords

Monte Carlo methodsheteroscedasticityrobust regressionbiweight

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (5)

Randomized extrapolation for accelerating EM-type fixed-point algorithms ⋮ Estimation in the simple linear regression model when there is heteroscedasticity of unknown form ⋮ Small sample behavior of a robust heteroskedasticity consistent covariance matrix estimator ⋮ Quadratic extrapolation for accelerating convergence of the EM fixed point problem ⋮ Simulation results on extensions of the theil-sen regression estimator

This page was built for publication: Robust, Smoothly Heterogeneous Variance Regression