Pages that link to "Item:Q1106594"
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The following pages link to Heteroscedasticity-robustness of jackknife variance estimators in linear models (Q1106594):
Displayed 12 items.
- Asymptotic theory in heteroscedastic nonlinear models (Q915310) (← links)
- Asymptotic theory in generalized linear models with nuisance scale parameters (Q1187099) (← links)
- One-step jackknife for \(M\)-estimators computed using Newton's method (Q1260724) (← links)
- Subsample and half-sample methods (Q1260725) (← links)
- Another look at the jackknife: Further examples of generalized bootstrap (Q1305218) (← links)
- Jackknifing in partially linear regression models with serially correlated errors (Q1765622) (← links)
- Jackknifing type weighted least squares estimators in partially linear regression models. (Q1871309) (← links)
- The asymptotic distribution of the delete-\(d\) jackknife variance estimator for smooth functionals (Q2427167) (← links)
- Applied regression analysis bibliography update 1988-89 (Q3135298) (← links)
- Some conditions on the design of a regression model (Q3135625) (← links)
- Resampling estimation when observations are m–dependent (Q3473118) (← links)
- Consistency of least-squares estimator and its jackknife variance estimator in nonlinear models (Q4036391) (← links)