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Volumn 76, Issue 1-2, 1999, Pages 127-144

Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response

Author keywords

62G05; 62G07; 62J05; Heteroscedastic regression; Linear regression

Indexed keywords


EID: 0346515411     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(98)00134-7     Document Type: Article
Times cited : (4)

References (11)
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    • Bickel, P.J.1
  • 3
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    • Adapting for heteroscedasticity in linear models
    • Carroll R.J. Adapting for heteroscedasticity in linear models. Ann. Statist. 10:1982;1224-1233.
    • (1982) Ann. Statist. , vol.10 , pp. 1224-1233
    • Carroll, R.J.1
  • 4
    • 0000782628 scopus 로고
    • Robust estimation in heteroscedastic linear models
    • Carroll R.J., Ruppert D. Robust estimation in heteroscedastic linear models. Ann. Statist. 10:1982;429-441.
    • (1982) Ann. Statist. , vol.10 , pp. 429-441
    • Carroll, R.J.1    Ruppert, D.2
  • 5
    • 0000821745 scopus 로고
    • Estimation of heteroscedasticity in regression analysis
    • Müller H.-G., Stadtmüller U. Estimation of heteroscedasticity in regression analysis. Ann. Statist. 15:1987;610-625.
    • (1987) Ann. Statist. , vol.15 , pp. 610-625
    • Müller, H.-G.1    Stadtmüller, U.2
  • 6
    • 0000142966 scopus 로고
    • On a semiparametric variance function model and a test for heteroscedasticity
    • Müller H.-G., Zhao P.-L. On a semiparametric variance function model and a test for heteroscedasticity. Ann. Statist. 23:1995;946-967.
    • (1995) Ann. Statist. , vol.23 , pp. 946-967
    • Müller, H.-G.1    Zhao, P.-L.2
  • 8
    • 0001075056 scopus 로고
    • Asymptotically efficient estimation in the presence of heteroskedasticity of unknown form
    • Robinson P.M. Asymptotically efficient estimation in the presence of heteroskedasticity of unknown form. Econometrica. 55:1987;875-891.
    • (1987) Econometrica , vol.55 , pp. 875-891
    • Robinson, P.M.1
  • 9
    • 0000179052 scopus 로고
    • On asymptotically efficient estimation in semi-parametric models
    • Schick A. On asymptotically efficient estimation in semi-parametric models. Ann. Statist. 14:1986;1139-1151.
    • (1986) Ann. Statist. , vol.14 , pp. 1139-1151
    • Schick, A.1
  • 10
    • 38149143251 scopus 로고
    • A note on the construction of asymptotically linear estimators
    • Correction 22 (1989) 269-270
    • Schick, A., 1987. A note on the construction of asymptotically linear estimators. J. Statist. Plann. Inference 16, 89-105. Correction 22 (1989) 269-270.
    • (1987) J. Statist. Plann. Inference , vol.16 , pp. 89-105
    • Schick, A.1
  • 11
    • 0031536946 scopus 로고    scopus 로고
    • Efficient estimates in linear and nonlinear regression with heteroscedastic errors
    • Schick A. Efficient estimates in linear and nonlinear regression with heteroscedastic errors. J. Statist. Plann. Inference. 58:1997;371-387.
    • (1997) J. Statist. Plann. Inference , vol.58 , pp. 371-387
    • Schick, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.