Robust Multivariate Regression When There is Heteroscedasticity

ISSN： 0361-0918

Source： Communications in Statistics: Simulation and Computation, Vol.38, Iss.1, 2009-01, pp. : 1-13

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors

By Lin Jin-Guan

Journal of Applied Statistics, Vol. 38, Iss. 7, 2011-07 ,pp. : 1509-1531

Taylor & Francis Ltd

Access to resources Recommend Favorite

Testing for multivariate heteroscedasticity

By H. E. T. Holgersson Ghazi Shukur

Journal of Statistical Computation and Simulation, Vol. 74, Iss. 12, 2004-12 ,pp. : 879-896

Taylor & Francis Ltd

Access to resources Recommend Favorite

Testing for heteroscedasticity in regression models

By MARIA CARAPETO

Journal of Applied Statistics, Vol. 30, Iss. 1, 2003-01 ,pp. : 13-20

Taylor & Francis Ltd

Access to resources Recommend Favorite

The Exact General Formulas for the Moments of a Ridge Regression Estimator when the Regression Error Terms Follow a Multivariate t Distribution

By Xu Haifeng

Communications in Statistics: Theory and Methods, Vol. 41, Iss. 15, 2012-08 ,pp. : 2788-2802

Taylor & Francis Ltd

Access to resources Recommend Favorite

Heteroscedasticity diagnostics in two-phase linear regression models

By Li Yong

Journal of Statistical Computation and Simulation, Vol. 79, Iss. 7, 2009-07 ,pp. : 923-938

Taylor & Francis Ltd

Access to resources Recommend Favorite