Inferences of variance function - A parametric robust way

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Tsou (2003a) proposed a parametric procedure for making robust inference for mean regression parameters in the context of generalized linear models. This robust procedure is extended to model variance heterogeneity. The normal working model is adjusted to become asymptotically robust for inference about regression parameters of the variance function for practically all continuous response variables. The connection between the novel robust variance regression model and the estimating equations approach is also provided.

Original languageEnglish
Pages (from-to)785-796
Number of pages12
JournalJournal of Applied Statistics
Issue number8
StatePublished - Oct 2005


  • Generalized linear models
  • Normal regression
  • Robust profile likelihood
  • Variance function


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