Iterative weighted estimation based on variance modelling in linear regression models
From MaRDI portal
Publication:5087535
DOI10.1080/03610918.2018.1458136OpenAlexW2801899428WikidataQ129894180 ScholiaQ129894180MaRDI QIDQ5087535
Yan-Yong Zhao, Xing-Fang Huang, Jin-Guan Lin, Hong-Xia Wang
Publication date: 1 July 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2018.1458136
Related Items (1)
Cites Work
- Unnamed Item
- Efficient estimation of moments in linear mixed models
- Bootstrap tests for simple structures in nonparametric time series regression
- Some research on Levenberg-Marquardt method for the nonlinear equations
- Linear mixed models with skew-elliptical distributions: a Bayesian approach
- Adapting for heteroscedasticity in linear models
- Asymptotic theory of nonlinear least squares estimation
- Robust estimation in heteroscedastic linear models
- Exponential family nonlinear models
- Linear regression models with slash-elliptical errors
- Generalized likelihood ratio statistics and Wilks phenomenon
- Kernel Density-Based Linear Regression Estimate
- Estimating Optimal Transformations for Multiple Regression and Correlation
- An Algorithm for Least-Squares Estimation of Nonlinear Parameters
- Multiple linear regression model with stochastic design variables
- Linear regression model with new symmetric distributed errors
- Asymptotic Properties of Non-Linear Least Squares Estimators
- A method for the solution of certain non-linear problems in least squares
This page was built for publication: Iterative weighted estimation based on variance modelling in linear regression models