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scientific article; zbMATH DE number 17214
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    scientific article; zbMATH DE number 17214

      Statements

      26 June 1992
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      nonparametric variance
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      regularity conditions
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      M-estimators
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      simulation study
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      finite sample performance
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      conditional heteroskedasticity of unknown form
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      general class of \(M\)-estimators
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      Identifiers