Empirical distribution function under heteroscedasticity (Q3106402)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical distribution function under heteroscedasticity |
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Empirical distribution function under heteroscedasticity (English)
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21 December 2011
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regression
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asymptotics of Kolmogorov-Smirnov statistics
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robustified White's estimate of covariance matrix
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