Search Results - "Heteroscedasticity"

A Heteroscedastic Robust Bayesian Optimization Method for Solving Simulation-Based Transportation Problems.

Authors: Huo, Jinbiao Gu, Ziyuan Liu, Zhiyuan et al.

Source: Transportation Science (INFORMS). Nov/Dec2025, Vol. 59 Issue 6, p1353-1374. 22p.

Post Averaging Inference Under Heteroskedasticity.

Authors: Chen, Xiaoyan Li, Na Zhao, Shangwei

Source: Journal of Systems Science & Complexity. Jun2026, Vol. 39 Issue 3, p1252-1268. 17p.

A Multi-crop Ensemble Framework for Yield Prediction.

Authors: Mehla, Anuj Deora, Sukhvinder Singh Dahiya, Neeraj

Source: Indian Journal of Agricultural Research. May2026, Vol. 60 Issue 5, p752-761. 10p.

Estimating Effect Size for Mood's Median Test.

Authors: Vilakati, Sifiso Shongwe, Sandile C. Mbona, Sizwe Vincent et al.

Source: Mathematics (2227-7390). May2026, Vol. 14 Issue 9, p1449. 18p.

Heterogeneous Transfer Learning for Linear Regression Model with Heteroscedasticity.

Authors: Hao, Hongxia Hu, Hongqian Cheng, Yao

Source: Mathematics (2227-7390). Apr2026, Vol. 14 Issue 8, p1395. 24p.

A Note on spurious regression in the presence of ARCH effects: some Monte Carlo results.

Authors: Agiakloglou, Christos Bera, Anil Deligiannakis, Emmanouil

Source: Applied Economics. Jan2026, p1-8. 8p.

Small sample adjustment for inference without assuming orthogonality in a mixed model for repeated measures analysis.

Authors: Maruo, Kazushi Ishii, Ryota Yamaguchi, Yusuke et al.

Source: Journal of Biopharmaceutical Statistics. Mar2026, Vol. 36 Issue 2, p290-304. 15p.

A heteroscedastic parametric method with Bayesian inference for interval-valued regression models.

Authors: Tian, Ruiqin Liu, Ke Wang, Guangyu et al.

Source: Electronic Research Archive. 2026, Vol. 34 Issue 7, p1-27. 27p.

A Zero Serial Cross‐Correlation Test Before Fitting Heteroscedasticity.

Authors: Ma, Yaolan Chen, Xiaohong Peng, Liang et al.

Source: Journal of Time Series Analysis. Mar2026, Vol. 47 Issue 2, p364-377. 14p.

A time-varying latent factor model with GARCH noise for high-dimensional covariance matrix estimation.

Authors: Ruan, Yuwen Zhang, Xingfa Liu, Yujiao et al.

Source: AIMS Mathematics. 2026, Vol. 11 Issue 3, p1-25. 25p.

Location–scale models in ecology and evolution: Heteroscedasticity in continuous, count and proportion data.

Authors: Nakagawa, Shinichi Ortega, Santiago Gazzea, Elena et al.

Source: Methods in Ecology & Evolution. Feb2026, Vol. 17 Issue 2, p554-566. 13p.

Testing Mean Stability of Heteroskedastic Time Series.

Authors: Dalla, Violetta Giraitis, Liudas Phillips, Peter C. B.

Source: Journal of Time Series Analysis. Jan2026, Vol. 47 Issue 1, p182-200. 19p.

Heterogeneous Volatility Information Content for the Realized GARCH Modeling and Forecasting Volatility.

Authors: Xu, Wen Aschakulporn, Pakorn Zhang, Jin E.

Source: Studies in Nonlinear Dynamics & Econometrics. Nov2025, Vol. 29 Issue 6, p769-785. 17p.

Estimating efficiency effects in a stochastic frontier model with heteroskedastic errors.

Authors: Shankar, Sriram¹ (AUTHOR) sram777@gmail.com

Source: Journal of Economic Structures. 10/21/2025, Vol. 14 Issue 1, p1-11. 11p.

A review and comparison of methods of parameter estimation and inference for heteroskedastic linear regression models.

Authors: Farrar, Thomas Blignaut, Renette Luus, Retha et al.

Source: Journal of Applied Statistics. Dec2025, Vol. 52 Issue 16, p3091-3120. 30p.

Approximate Factor Models with a Common Multiplicative Factor for Stochastic Volatility.

Authors: Leon-Gonzalez, Roberto Majoni, Blessings

Source: Studies in Nonlinear Dynamics & Econometrics. Dec2025, p1. 30p. 5 Illustrations.

Nonlinear cointegrating regressions with nonstationary nonlinear heteroskedasticity.

Authors: Li, Zheng Tu, Yundong

Source: Econometric Reviews. 2025, Vol. 44 Issue 9, p1361-1390. 30p.

Reliable and Adaptive Probabilistic Forecasting for Event-Driven Water-Quality Time Series Using a Gated Hybrid–Mixture Density Network.

Authors: Ehmimed, Nadir Chkouri, Mohamed Yassin Touhafi, Abdellah

Source: Sensors (14248220). Dec2025, Vol. 25 Issue 24, p7560. 28p.

A Robust Proposal for Heteroscedastic Dose–Response Models with an Application to Interaction Analysis.

Authors: Bianco, Ana M. Chaufan, Gabriela Coalova, Isis et al.

Source: Journal of Agricultural, Biological & Environmental Statistics (JABES). Dec2025, Vol. 30 Issue 4, p919-941. 23p.

Quantifying macro‐evolutionary patterns of trait mean and variance with phylogenetic location–scale models.

Authors: Nakagawa, Shinichi Mizuno, Ayumi Williams, Coralie et al.

Source: Methods in Ecology & Evolution. Nov2025, Vol. 16 Issue 11, p2585-2602. 18p.