A Robust Heteroskedasticity Consistent Covariance Matrix Estimator (Q4375875)
From MaRDI portal
scientific article; zbMATH DE number 1114184
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Robust Heteroskedasticity Consistent Covariance Matrix Estimator |
scientific article; zbMATH DE number 1114184 |
Statements
A Robust Heteroskedasticity Consistent Covariance Matrix Estimator (English)
0 references
30 June 1999
0 references
robust estimators
0 references
outliers
0 references
heteroskedasticity
0 references
covariance matrix estimator
0 references
