Weighted validation of heteroscedastic regression models for better selection

Statistical Analysis and Data Mining The ASA Data Science Journal ◽

10.1002/sam.11544 ◽

2021 ◽

Author(s):

Yoonsuh Jung ◽

Hayoung Kim

Keyword(s):

Regression Models ◽

Heteroscedastic Regression

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ON QUASI-LIKELIHOOD METHODS AND ESTIMATION FOR BUNCHING PROCESSES AND HETEROSCEDASTIC REGRESSION MODELS

Australian Journal of Statistics ◽

10.1111/j.1467-842x.1992.tb01353.x ◽

1992 ◽

Vol 34 (2) ◽

pp. 199-206 ◽

Cited By ~ 5

Author(s):

C.C. Heyde ◽

Y.-X. Lin

Keyword(s):

Regression Models ◽

Likelihood Methods ◽

Heteroscedastic Regression

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Some results for robust GM-based estimators in heteroscedastic regression models

Journal of Statistical Planning and Inference ◽

10.1016/s0378-3758(00)00093-8 ◽

2000 ◽

Vol 89 (1-2) ◽

pp. 215-242 ◽

Cited By ~ 11

Author(s):

Ana Bianco ◽

Graciela Boente ◽

Julio di Rienzo

Keyword(s):

Regression Models ◽

Heteroscedastic Regression

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Estimation of Variance Function in Heteroscedastic Regression Models by Generalized Coiflets

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2012.749283 ◽

2014 ◽

Vol 43 (10) ◽

pp. 2213-2224 ◽

Cited By ~ 2

Author(s):

Thangavel Palanisamy ◽

Joghee Ravichandran

Keyword(s):

Regression Models ◽

Variance Function ◽

Heteroscedastic Regression ◽

Estimation Of Variance

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Variable Selection in Heteroscedastic Regression Models Under General Skew-t Distributional Models Using Information Complexity

Emerging Topics in Statistics and Biostatistics - Computational and Methodological Statistics and Biostatistics ◽

10.1007/978-3-030-42196-0_4 ◽

2020 ◽

pp. 73-98

Author(s):

Yeşim Güney ◽

Olcay Arslan ◽

Hamparsum Bozdogan

Keyword(s):

Variable Selection ◽

Regression Models ◽

Information Complexity ◽

Heteroscedastic Regression

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A nonparametric lack-of-fit test for heteroscedastic regression models

Comptes Rendus Mathematique ◽

10.1016/j.crma.2010.12.009 ◽

2011 ◽

Vol 349 (3-4) ◽

pp. 215-217

Author(s):

Jean-Baptiste Aubin ◽

Samuela Leoni-Aubin

Keyword(s):

Regression Models ◽

Lack Of Fit ◽

Heteroscedastic Regression

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Testing for additivity in nonparametric heteroscedastic regression models

Journal of Nonparametric Statistics ◽

10.1080/10485252.2020.1798423 ◽

2020 ◽

Vol 32 (3) ◽

pp. 793-813

Author(s):

Adriano Zanin Zambom ◽

Jongwook Kim

Keyword(s):

Regression Models ◽

Heteroscedastic Regression

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Estimation of Household Expenditure Functions:An Application of a Class of Heteroscedastic Regression Models

Economic Record ◽

10.1111/j.1475-4932.1981.tb01703.x ◽

1981 ◽

Vol 57 (1) ◽

pp. 80-85 ◽

Cited By ~ 8

Author(s):

GEORGE E. BATTESE ◽

BRUCE P. BONYHADY

Keyword(s):

Regression Models ◽

Household Expenditure ◽

Heteroscedastic Regression

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Optimal designs for heteroscedastic regression models with two parameters

Statistics ◽

10.1080/02331888.2019.1702041 ◽

2019 ◽

Vol 54 (2) ◽

pp. 291-309

Author(s):

A. Zaigraev ◽

M. Wilk

Keyword(s):

Regression Models ◽

Optimal Designs ◽

Heteroscedastic Regression ◽

Two Parameters

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Goodness-of-fit tests for nonlinear heteroscedastic regression models

Statistics & Probability Letters ◽

10.1016/s0167-7152(98)00189-8 ◽

1999 ◽

Vol 42 (1) ◽

pp. 53-60 ◽

Cited By ~ 31

Author(s):

Jean Diebolt ◽

Jacques Zuber

Keyword(s):

Regression Models ◽

Goodness Of Fit ◽

Goodness Of Fit Tests ◽

Heteroscedastic Regression

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Fitting Heteroscedastic Regression Models

Journal of the American Statistical Association ◽

10.1080/01621459.1994.10476450 ◽

1994 ◽

Vol 89 (425) ◽

pp. 100-116 ◽

Cited By ~ 11

Author(s):

A. H. Welsh ◽

R. J. Carroll ◽

D. Ruppert

Keyword(s):

Regression Models ◽

Heteroscedastic Regression

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