Small sample behavior of a robust heteroskedasticity consistent covariance matrix estimator (Q4355596): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (4 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Marilena Furno / rank | |||
| Property / author | |||
| Property / author: Marilena Furno / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/00949659608811723 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2068204407 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Robust, Smoothly Heterogeneous Variance Regression / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A Robust Heteroskedasticity Consistent Covariance Matrix Estimator / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity / rank | |||
Normal rank | |||
Latest revision as of 17:59, 27 May 2024
scientific article; zbMATH DE number 1063896
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small sample behavior of a robust heteroskedasticity consistent covariance matrix estimator |
scientific article; zbMATH DE number 1063896 |
Statements
Small sample behavior of a robust heteroskedasticity consistent covariance matrix estimator (English)
0 references
23 March 1998
0 references
heteroskedasticity consistent covariance matrix
0 references
robustness
0 references
random and systematic heteroskedasticity
0 references
