Leverage-adjusted heteroskedastic bootstrap methods (Q4825492)
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scientific article; zbMATH DE number 2111690
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Leverage-adjusted heteroskedastic bootstrap methods |
scientific article; zbMATH DE number 2111690 |
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Leverage-adjusted heteroskedastic bootstrap methods (English)
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28 October 2004
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bootstrap
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covariance matrix estimation
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heteroskedasticity
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influential points
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leverage
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