In this article, we present a generalization of the Bayesian methodology introduced by Cepeda and Gamerman (2001) for modeling variance heterogeneity in normal regression models where we have orthogonality between mean and ...

The heteroscedasticity‐consistent covariance matrix estimator proposed by White (1980) is commonly used in practical applications and is implemented into a number of pieces of statistical software. However, although ...

A heteroscedastic regression based on the odd log-logistic Marshall–Olkin normal (OLLMON) distribution is defined by extending previous models. Some structural properties of this distribution are presented. The estimation ...

In the presence of correlated and/or heteroscedastic noise, i.e., for measurement noise which is not independent and identically distributed (iid), new expressions are required to estimate multi-way calibration figures of ...

When the data used to fit an heteroscedastic nonparametric regression model are contaminated with outliers, robust estimators of the scale function are needed in order to obtain robust estimators of the regression function ...

In this paper, we propose nonlinear elliptical models for correlated data with heteroscedastic and/or autoregressive structures. Our aim is to extend the models proposed by Russo et al. [22] by considering a more sophisticated ...