Heteroskedasticity–robust tests with minimum size distortion

DOI10.1080/03610926.2015.1125497zbMath1391.62085OpenAlexW2469288798MaRDI QIDQ5349175

Patrick Richard

Publication date: 23 August 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1125497

zbMATH Keywords

heteroskedasticity-robust inferencewild bootstrapsize distortionEicker-White estimatorerror in rejection probability (ERP)

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) Linear regression; mixed models (62J05)

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