A bootstrap study of variance estimation under heteroscedasticity using genetic algorithm

DOI10.1080/15598608.2008.10411860MaRDI QIDQ2324062zbMATH OpenOpenAlexFDO

Authors Himadri Ghosh, M. A. Iquebal, Prajneshu

Publication date 13 September 2019

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15598608.2008.10411860

zbMATH Keywords

heteroscedasticitylinear regression modelreal-coded genetic algorithmleast squares estimatorsbootstrap methodstotal relative biastotal root mean square error

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

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Cites work

• scientific article; zbMATH DE number 1898277 (Why is no real title available?)
• scientific article; zbMATH DE number 852844 (Why is no real title available?)
• scientific article; zbMATH DE number 5487989 (Why is no real title available?)
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• An unbalanced jackknife
• Asymptotic inference under heteroskedasticity of unknown form
• Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
• Improved heteroscedasticity-consistent covariance matrix estimators
• Jackknife, bootstrap and other resampling methods in regression analysis
• Jackknifing in Unbalanced Situations
• The Hat Matrix in Regression and ANOVA

Cited in

(2)

• Heteroskedastic linear regression: steps towards adaptivity, efficiency, and robustness
• Bootstrap study of parameter estimates for nonlinear Richards growth model through genetic algorithm

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