Hajek Inequalities, Measures of Leverage and the Size of Heteroskedasticity Robust Wald Tests (Q4734644)
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scientific article; zbMATH DE number 4121264
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hajek Inequalities, Measures of Leverage and the Size of Heteroskedasticity Robust Wald Tests |
scientific article; zbMATH DE number 4121264 |
Statements
Hajek Inequalities, Measures of Leverage and the Size of Heteroskedasticity Robust Wald Tests (English)
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1989
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exact test size
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Estimators of the variance matrix
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ordinary least squares estimator
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heteroskedasticity robust Wald type test statistics
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regression design
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quality of asymptotic approximations
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bounds
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sample size
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number of regressors
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measures of the leverage of points
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