Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form (Q3796607)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4062440
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form |
scientific article; zbMATH DE number 4062440 |
Statements
Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form (English)
0 references
1987
0 references
multiple regression model
0 references
nearest neighbor nonparametric regression
0 references
nearest neighbor regression
0 references
adaptive estimation
0 references
weighted least squares estimators
0 references
residual variance
0 references
heteroskedasticity
0 references
0.8160696029663086
0 references
0.8155932426452637
0 references
0.8030151128768921
0 references
0.7952086925506592
0 references
0.791259765625
0 references
