Fitting Heteroscedastic Regression Models (Q4292142)
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scientific article; zbMATH DE number 579817
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fitting Heteroscedastic Regression Models |
scientific article; zbMATH DE number 579817 |
Statements
10 July 1994
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weighted regression quantiles
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asymptotic covariance
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asymptotic theory
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asymmetry
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sandwich formula
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error distribution
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consistent estimation
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robustness
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least absolute error regressions
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regression quantile
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regression and dispersion parameters
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heteroscedasticity
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numerical example
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Fitting Heteroscedastic Regression Models (English)
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