Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form

DOI10.1007/S10463-008-0201-5zbMath1432.62204OpenAlexW2059753547MaRDI QIDQ907059

Maria da Glória A. Lima, Francisco Cribari-Neto

Publication date: 1 February 2016

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

Full work available at URL: https://doi.org/10.1007/s10463-008-0201-5

zbMATH Keywords

biaslinear regressionheteroskedasticitycovariance matrix estimation

Mathematics Subject Classification ID

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

Related Items (3)

Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form ⋮ Exact distribution of the F-statistic under heteroskedasticity of unknown form for improved inference ⋮ New heteroskedasticity-robust standard errors for the linear regression model

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• Estimating Heteroscedastic Variances in Linear Models
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• Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing
• Linear Statistical Inference and its Applications

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