Leverage-adjusted heteroskedastic bootstrap methods (Q4825492): Difference between revisions

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scientific article; zbMATH DE number 2111690
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English
Leverage-adjusted heteroskedastic bootstrap methods
scientific article; zbMATH DE number 2111690

    Statements

    Leverage-adjusted heteroskedastic bootstrap methods (English)
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    28 October 2004
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    bootstrap
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    covariance matrix estimation
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    heteroskedasticity
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    influential points
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    leverage
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