Estimation and hypothesis testing in regression in the presence of nonhomogeneous error variances
暂无分享,去创建一个
[1] J. Tukey,et al. The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data , 1974 .
[2] Jeffrey B. Birch,et al. Effects of the starting value and stopping rule on robust estimates obtained by iterated weighted least squares , 1980 .
[3] A. M. Gross. Confidence Interval Robustness with Long-Tailed Symmetric Distributions , 1976 .
[4] P. Holland,et al. Robust regression using iteratively reweighted least-squares , 1977 .
[5] A. M. Gross. Confidence Intervals for Bisquare Regression Estimates , 1977 .
[6] L. Denby,et al. Robust Estimation of the First-Order Autoregressive Parameter , 1979 .
[7] Birch B. Jeffrey. Some convergence properties of iterated reweighted least squares in the location model , 1980 .
[8] P. J. Huber. Robust Regression: Asymptotics, Conjectures and Monte Carlo , 1973 .
[9] Franklin A. Graybill,et al. Theory and Application of the Linear Model , 1976 .
[10] T. R. Bement,et al. Variance of Weighted Regression Estimators when Sampling Errors are Independent and Heteroscedastic , 1969 .
[11] J. Birch,et al. Robust analysis of covariance. , 1982, Biometrics.
[12] R. Martin,et al. CONFIDENCE INTERVALS FOR ROBUST ESTIMATES OF THE FIRST ORDER AUTOREGRESSIVE PARAMETER , 1981 .
[13] Ronald Schrader,et al. Robust analysis of variance , 1977 .