A bootstrap study of variance estimation under heteroscedasticity using genetic algorithm
DOI10.1080/15598608.2008.10411860zbMATH Open1427.62058OpenAlexW1971670750MaRDI QIDQ2324062FDOQ2324062
Authors: Himadri Ghosh, M. A. Iquebal, Prajneshu 
Publication date: 13 September 2019
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15598608.2008.10411860
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Cites Work
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Jackknife, bootstrap and other resampling methods in regression analysis
- Improved heteroscedasticity-consistent covariance matrix estimators
- Jackknifing in Unbalanced Situations
- The Hat Matrix in Regression and ANOVA
- Title not available (Why is that?)
- Asymptotic inference under heteroskedasticity of unknown form
- Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
- Title not available (Why is that?)
- An unbalanced jackknife
- Title not available (Why is that?)
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