Second order approximation in a linear regression with heteroskedasticity of unknown form (Q4883723): Difference between revisions

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Latest revision as of 12:59, 24 May 2024

scientific article; zbMATH DE number 895896
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English
Second order approximation in a linear regression with heteroskedasticity of unknown form
scientific article; zbMATH DE number 895896

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    Second order approximation in a linear regression with heteroskedasticity of unknown form (English)
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    29 August 1996
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    local linear regression
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    asymptotic expansions
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    stochastic expansions
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    standardised semiparametric generalized least squares estimator
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    standard error
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    studentized statistic
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    heteroskedasticity of unknown form
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    second moments
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    truncated expansion
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    bandwidth choice
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