In traditional models like linear regression and ANOVA, assumptions such as linearity, independence of errors, homoscedasticity, and normality of residuals are foundational.

The Review of Economic Studies, Vol. 77, No. 1 (January 2010), pp. 127-153 (27 pages) In this paper, we consider non-parametric identification and estimation of truncated regression models in both ...

DRIES F. BENOIT, DIRK VAN DEN POEL, BINARY QUANTILE REGRESSION: A BAYESIAN APPROACH BASED ON THE ASYMMETRIC LAPLACE DISTRIBUTION, Journal of Applied Econometrics, Vol. 27, No. 7 (November-December ...