Efficient Estimation and Robust Inference of Linear Regression Models in the Presence of Heteroscedastic Errors and High Leverage Points (Q5299959)
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scientific article; zbMATH DE number 6180034
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Estimation and Robust Inference of Linear Regression Models in the Presence of Heteroscedastic Errors and High Leverage Points |
scientific article; zbMATH DE number 6180034 |
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Efficient Estimation and Robust Inference of Linear Regression Models in the Presence of Heteroscedastic Errors and High Leverage Points (English)
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24 June 2013
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adaptive estimator
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adaptive heteroscedasticity-consistent interval estimator
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estimated weighted least squares
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heteroscedasticity consistent interval estimator
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null rejection rate
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size distortion
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