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Leverage-adjusted heteroskedastic bootstrap methods - MaRDI portal

Leverage-adjusted heteroskedastic bootstrap methods (Q4825492)

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scientific article; zbMATH DE number 2111690
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English
Leverage-adjusted heteroskedastic bootstrap methods
scientific article; zbMATH DE number 2111690

    Statements

    title
    Leverage-adjusted heteroskedastic bootstrap methods (English)
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    publication date
    28 October 2004
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    zbMATH Keywords
    bootstrap
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    covariance matrix estimation
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    heteroskedasticity
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    influential points
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    leverage
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    author
    Francisco Cribari-Neto
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    Spyros G. Zarkos
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    Identifiers

    Mathematics Subject Classification ID
    62J05
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    62G09
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    62H12
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    62J20
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    65C60
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    zbMATH DE Number
    2111690
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    OpenAlex ID
    W2056440782
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