A Robust Heteroskedasticity Consistent Covariance Matrix Estimator (Q4375875)
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scientific article; zbMATH DE number 1114184
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Robust Heteroskedasticity Consistent Covariance Matrix Estimator |
scientific article; zbMATH DE number 1114184 |
Statements
A Robust Heteroskedasticity Consistent Covariance Matrix Estimator (English)
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30 June 1999
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robust estimators
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outliers
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heteroskedasticity
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covariance matrix estimator
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0.8801928758621216
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0.8581734299659729
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0.846439778804779
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