Exactly what is being modelled by the systematic component in a heteroscedastic linear regression

DOI10.1016/0167-7152(92)90031-YzbMath0729.62644MaRDI QIDQ806931

A. H. Welsh, Stephen L. Portnoy

Publication date: 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Instability of least squares, least absolute deviation and least median of squares linear regression. (With a comment and a rejoinder). ⋮ \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations

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