Robust diagnostics for the heteroscedastic regression model

DOI10.1016/j.csda.2010.11.024zbMath1328.65024OpenAlexW2045544217MaRDI QIDQ901570

Tsung-Chi Cheng

Publication date: 12 January 2016

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2010.11.024

zbMATH Keywords

heteroscedasticityoutlierrobust diagnosticsforward search algorithmmaximum trimmed likelihood estimatorresidual maximum likelihood estimator

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Diagnostics, and linear inference and regression (62J20)

Related Items

Robust methods for heteroskedastic regression ⋮ Robust joint modeling of mean and dispersion through trimming ⋮ Case-deletion type diagnostics for calibration estimators in survey sampling ⋮ On simultaneously identifying outliers and heteroscedasticity without specific form ⋮ Robust estimation and variable selection in heteroscedastic linear regression ⋮ Special issue on robust analysis of complex data ⋮ Covariance matrices of S robust regression estimators

Uses Software

• GLIM

Cites Work

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