Semiparametric efficient estimators in heteroscedastic error models

DOI10.1007/s10463-017-0622-0zbMath1415.62021OpenAlexW2761394727MaRDI QIDQ1733112

Mijeong Kim, Yanyuan Ma

Publication date: 21 March 2019

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-017-0622-0

zbMATH Keywords

heteroscedasticityvariance functionsemiparametric methodCobb-Douglas cost modelstandardized regression error

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08)

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