Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form (Q3406052): Difference between revisions
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Latest revision as of 08:23, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form |
scientific article |
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Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form (English)
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12 February 2010
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bootstrap
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discrete distribution
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distribution-free
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GARCH
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heteroscedasticity
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median regression
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Monte Carlo test
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non-normality
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projection methods
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quantile regression
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serial dependence
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signs
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sign test
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simultaneous inference
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stochastic volatility
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