The following pages link to (Q3995078):
Displaying 50 items.
- Testing for constant variance in a linear model (Q90697) (← links)
- On a dispersion model with Pearson residual responses (Q139959) (← links)
- Local \(M\)-estimation for conditional variance function with dependent data (Q289728) (← links)
- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301349) (← links)
- Use of difference-based methods to explore statistical and mathematical model discrepancy in inverse problems (Q318177) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Accounting for uncertainty in heteroscedasticity in nonlinear regression (Q413343) (← links)
- Bandwidth choice for robust nonparametric scale function estimation (Q434929) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Computational issues with fitting joint location/dispersion models in unreplicated \(2^k\) factorials (Q452620) (← links)
- Uncertainty analysis for computationally expensive models with multiple outputs (Q484717) (← links)
- Moderation analysis using a two-level regression model (Q487610) (← links)
- Difference-based variance estimation in nonparametric regression with repeated measurement data (Q496469) (← links)
- A smooth simultaneous confidence band for conditional variance function (Q497866) (← links)
- Variable selection of varying dispersion student-\(t\) regression models (Q498090) (← links)
- Tolerance intervals in a heteroscedastic linear regression context with applications to aerospace equipment surveillance (Q613742) (← links)
- Robust kernel ridge regression based on M-estimation (Q616560) (← links)
- Nonparametric estimation of mean and dispersion functions in extended generalized linear models (Q619139) (← links)
- Standard error computations for uncertainty quantification in inverse problems: asymptotic theory vs. bootstrapping (Q623062) (← links)
- Quantile inference for heteroscedastic regression models (Q630938) (← links)
- Minimum distance conditional variance function checking in heteroscedastic regression models (Q631625) (← links)
- Nonlinear quasi-likelihood models: applications to continuous proportions (Q672069) (← links)
- Aligned rank tests for the linear model with heteroscedastic errors (Q689419) (← links)
- Semiparametric transformation models with Bayesian P-splines (Q693342) (← links)
- Robust rank correlation based screening (Q693749) (← links)
- Modelling conditional variance function in industrial data: a case study (Q713897) (← links)
- Variational approximation for heteroscedastic linear models and matching pursuit algorithms (Q746230) (← links)
- A diagnostic for heteroscedasticity based on the Spearman rank correlation (Q753355) (← links)
- Estimating the error distribution in semiparametric transformation models (Q888235) (← links)
- Robust diagnostics for the heteroscedastic regression model (Q901570) (← links)
- Variance function additive partial linear models (Q902215) (← links)
- A simple test for the parametric form of the variance function in nonparametric regression (Q904052) (← links)
- A procedure for estimating the variance function of linear models and for checking the appropriateness of estimated variances: a case study of GPS carrier-phase observations (Q926963) (← links)
- On the coefficient of determination for mixed regression models (Q935432) (← links)
- Klebsiella pneumoniae flocculation dynamics (Q941125) (← links)
- Derivatives diagnostics and robustness for smoothing splines (Q956930) (← links)
- Robust regression diagnostics with data transformations (Q957255) (← links)
- Robust Box-Cox transformations based on minimum residual autocorrelation (Q959359) (← links)
- Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach (Q959419) (← links)
- Implied volatility in oil markets (Q961396) (← links)
- Nonparametric variance function estimation with missing data (Q962208) (← links)
- Estimating the negative binomial dispersion parameter with highly stratified surveys (Q963908) (← links)
- A semi-parametric approach to dual modeling when no replication exists (Q984645) (← links)
- Relevance regression learning with support vector machines (Q992820) (← links)
- Heavy-tailed longitudinal data modeling using copulas (Q998301) (← links)
- New approaches to model-free dimension reduction for bivariate regression (Q1007453) (← links)
- Tree-structured model diagnostics for linear regression (Q1009312) (← links)
- Lack-of-fit testing in errors-in-variables regression model with validation data (Q1009711) (← links)
- Algorithms for bounded-influence estimation (Q1019882) (← links)
- Semi-parametric nonlinear regression and transformation using functional networks (Q1023546) (← links)
