Robustness to Unequal Scale and Other Departures from the Classical Linear Model

Nuwan Nanayakkara, Noel Cressie

Type: Book-Chapter

Publication Date: 1991-01-01

Citations: 7

DOI: https://doi.org/10.1007/978-1-4612-4444-8_5

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Locations

The IMA volumes in mathematics and its applications - View

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Works Cited by This (57)

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+	On Heteros*edasticity	1985	Jock McCulloch
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+	Estimation of Heteroscedastic Variances in Linear Models	1970	C. Radhakrishna Rao
+	Variance of Weighted Regression Estimators when Sampling Errors are Independent and Heteroscedastic	1969	Thomas R. Bement J. S. Williams
+	Effects of non-normality and mild heteroscedasticity on estimators in regression	1983	Jeffrey B. Birch Doris A. Binkley
+ PDF Chat	Heteroscedasticity-Robustness of Jackknife Variance Estimators in Linear Models	1987	Jun Shao C. F. Jeff Wu
+ PDF Chat	Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties	1985	James G. MacKinnon Halbert White
+ PDF Chat	Using Residuals Robustly I: Tests for Heteroscedasticity, Nonlinearity	1978	Peter J. Bickel
+	RELAXING ASSUMPTIONS IN THE ONE SAMPLE <i>t</i>‐TEST	1980	Noel Cressie