Cysneiros, Francisco José A.; Paula, Gilberto A.; … - In: Statistics & Probability Letters 77 (2007) 11, pp. 1084-1090
We discuss in this paper heteroscedastic linear models with symmetrical errors. The symmetrical class includes all symmetrical continuous distributions such as normal, Student-t, power exponential, logistics I and II, contaminated normal, so on. The variety of error distributions with different...