Inference Under Heteroskedasticity and Leveraged Data (Q5421542)
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scientific article; zbMATH DE number 5204459
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference Under Heteroskedasticity and Leveraged Data |
scientific article; zbMATH DE number 5204459 |
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Inference Under Heteroskedasticity and Leveraged Data (English)
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24 October 2007
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covariance matrix estimation
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heteroskedasticity
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leverage points
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linear regression
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