Inference under Heteroscedasticity of Unknown Form Using an Adaptive Estimator (Q2892643)

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scientific article; zbMATH DE number 6047749
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Inference under Heteroscedasticity of Unknown Form Using an Adaptive Estimator
scientific article; zbMATH DE number 6047749

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    Inference under Heteroscedasticity of Unknown Form Using an Adaptive Estimator (English)
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    19 June 2012
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    estimated weighted least squares
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    HCCME
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    heteroscedasticity-consistent interval estimator
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    kernel weighted least squares
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    null rejection rate
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    size distortion
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