Asymptotics of S-weighted estimators (Q2417845)
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scientific article; zbMATH DE number 7060919
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| English | Asymptotics of S-weighted estimators |
scientific article; zbMATH DE number 7060919 |
Statements
Asymptotics of S-weighted estimators (English)
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29 May 2019
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robustness
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implicit weighting
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order statistics of the absolute values of residuals
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consistency of the SW-estimator under heteroscedasticity
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0.9253183
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0.9239529
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0.9122878
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