Withers, C.S.; Krouse, D.P.; Pearson, C.P.; Nadarajah, S. - In: Mathematics and Computers in Simulation (MATCOM) 77 (2008) 1, pp. 57-63
An extended least-squares method is described which allows us to model the location and scale of a process parametrically without specifying any parametric form for the distribution of the errors. The degree of the associated polynomials is chosen using a step-down method on a table of p-values....
