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Some generalizations in a heteroscedastic RCA(1)
Some generalizations in a heteroscedastic RCA(1)...
BA - Obecná matematika
- 2002 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
The least weighted squares under heteroscedasticity
Robust regression analysis under heteroscedasticity of disturbances...
BA - Obecná matematika
- 2004 •
- D
Rok uplatnění
D - Stať ve sborníku
Estimation of variances in a heteroscedastic RCA(1) model
Estimation of variances in a heteroscedastic RCA(1) model...
BA - Obecná matematika
- 2002 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Rank tests under uncertainty: Regression and local heteroscedasticity
In the linear regression model with heteroscedastic errors, we propose tests of regression with nuisance heteroscedasticity, and tests of heteroscedasticity with nuisance regression. Both types of tests are based on suitabl...
BA - Obecná matematika
- 2013 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
On Heteroscedasticity in Robust Regression
This work studies the phenomenon of heteroscedasticity and its consequences methods.The new approach consists in deriving asymptotic heteroscedasticity tests for the least squares regression. One approach to modeling heterosceda...
BB - Aplikovaná statistika, operační výzkum
- 2011 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
On the relation between heteroscedastic RCA and non-stationary ARCH processes
On the relation between heteroscedastic RCA and non-stationary ARCH processes...
BA - Obecná matematika
- 2002 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
CWLS and ML estimates in a heteroscedastic RCA(1)model
The paper concerns with parameter estimation in a heteroscedastic random coefficient autoregression model. Strong consistency and asymptotic normality are proved....
BA - Obecná matematika
- 2004 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Testing Heteroscedasticity in Robust Regression
This work studies the phenomenon of heteroscedasticity and its consequences investigate hypothesis tests for these regression methods and removing heteroscedasticity from the linear regression model. The new asymptotic heterosce...
BB - Aplikovaná statistika, operační výzkum
- 2011 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Rank tests in heteroscedastic linear model with nuisance parameters
In the linear regression model with heteroscedastic errors, we propose nonparametric tests for regression under nuisance heteroscedasticity, and tests for heteroscedasticity under nuisance regression. Both types of tests ar...
BA - Obecná matematika
- 2014 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Weak root-consistency of the least weighted squares under heteroscedasticity
Weak rootconsistency of the Least Weighted Squares estimator of the coefficients of regression model is proved generally under the heteroscedasticity of error terms. The assumptions required for the weak $sqrt{n}$-consistency are briefly dis...
BA - Obecná matematika
- 2010 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
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