Asymptotic theory in heteroscedastic nonlinear models (Q915310)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic theory in heteroscedastic nonlinear models |
scientific article |
Statements
Asymptotic theory in heteroscedastic nonlinear models (English)
0 references
1990
0 references
jackknife
0 references
heteroscedastic errors
0 references
consistency
0 references
asymptotic normality
0 references
least squares estimator
0 references
asymptotic covariance matrix
0 references