Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form (Q3796607): Difference between revisions
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scientific article
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English | Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form |
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Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form (English)
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1987
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multiple regression model
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nearest neighbor nonparametric regression
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nearest neighbor regression
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adaptive estimation
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weighted least squares estimators
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residual variance
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heteroskedasticity
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