Inference under Heteroscedasticity of Unknown Form Using an Adaptive Estimator (Q2892643)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference under Heteroscedasticity of Unknown Form Using an Adaptive Estimator |
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Inference under Heteroscedasticity of Unknown Form Using an Adaptive Estimator (English)
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19 June 2012
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estimated weighted least squares
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HCCME
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heteroscedasticity-consistent interval estimator
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kernel weighted least squares
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null rejection rate
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size distortion
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