ADAPTING FOR HETEROSCEDASTICITY IN LINEAR-MODELS

被引：161

作者：

CARROLL, RJ ^{[1
]}

机构：

[1] UNIV N CAROLINA, CHAPEL HILL, NC 27514 USA

来源：

ANNALS OF STATISTICS | 1982年 / 10卷 / 04期

关键词：

D O I：

10.1214/aos/1176345987

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：1224 / 1233

页数：10

共 21 条

[1]

BENEDETTI JK, 1977, J ROY STAT SOC B MET, V39, P248

[2] USING RESIDUALS ROBUSTLY .1. TESTS FOR HETEROSCEDASTICITY, NONLINEARITY [J].

BICKEL, PJ .

ANNALS OF STATISTICS, 1978, 6 (02) :266-291

[3] CONVERGENCE CRITERIA FOR MULTIPARAMETER STOCHASTIC PROCESSES AND SOME APPLICATIONS [J].

BICKEL, PJ ;

WICHURA, MJ .

ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (05) :1656-&

[4]

Billingsley P, 1968, CONVERGENCE PROBABIL

[5] CORRECTING INHOMOGENEITY OF VARIANCE WITH POWER TRANSFORMATION WEIGHTING [J].

BOX, GEP ;

HILL, WJ .

TECHNOMETRICS, 1974, 16 (03) :385-389

[6] ROBUST ESTIMATION IN HETEROSCEDASTIC LINEAR-MODELS [J].

CARROLL, RJ ;

RUPPERT, D .

ANNALS OF STATISTICS, 1982, 10 (02) :429-441

[7]

CARROLL RJ, 1982, UNPUB J STATIST PLAN

[8] MAXIMUM LIKELIHOOD ESTIMATION IN RANDOM COEFFICIENT MODELS [J].

DENT, WT ;

HILDRETH, C .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1977, 72 (357) :69-72

[9] SOME ESTIMATORS FOR A RANDOM COEFFICIENT REGRESSION MODEL [J].

FROEHLICH, BR .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1973, 68 (342) :329-335

[10] ESTIMATION FOR A LINEAR-REGRESSION MODEL WITH UNKNOWN DIAGONAL COVARIANCE-MATRIX [J].

FULLER, WA ;

RAO, JNK .

ANNALS OF STATISTICS, 1978, 6 (05) :1149-1158

← 1 2 3 →