Asymptotic inference under heteroskedasticity of unknown form

DOI10.1016/s0167-9473(02)00366-3zbMath1429.62184OpenAlexW2046561947MaRDI QIDQ90759

Francisco Cribari-Neto, Francisco Cribari-Neto

Publication date: March 2004

Published in: Computational Statistics & Data Analysis, Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(02)00366-3

zbMATH Keywords

bootstrap regression heteroskedasticity high leverage points quasi-\(t\) tests

Mathematics Subject Classification ID

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

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