Carroll, Raymond J.; Ruppert, David Robust estimation in heteroscedastic linear models. (English) Zbl 0497.62034 Ann. Stat. 10, 429-441 (1982). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 2 ReviewsCited in 51 Documents MSC: 62F35 Robustness and adaptive procedures (parametric inference) 62J05 Linear regression; mixed models Keywords:robust estimation; heteroscedastic linear models; Monte-Carlo; feedback; M-estimates; non-constant variances; random coefficient models; weighted least squares PDF BibTeX XML Cite \textit{R. J. Carroll} and \textit{D. Ruppert}, Ann. Stat. 10, 429--441 (1982; Zbl 0497.62034) Full Text: DOI OpenURL