A bootstrap study of variance estimation under heteroscedasticity using genetic algorithm

DOI10.1080/15598608.2008.10411860zbMath1427.62058OpenAlexW1971670750MaRDI QIDQ2324062

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

zbMATH Keywords

heteroscedasticitylinear regression modelreal-coded genetic algorithmleast squares estimatorsbootstrap methodstotal relative biastotal root mean square error

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Related Items (1)

Bootstrap study of parameter estimates for nonlinear Richards growth model through genetic algorithm

Cites Work

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• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Asymptotic inference under heteroskedasticity of unknown form
• Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
• Jackknife, bootstrap and other resampling methods in regression analysis
• An unbalanced jackknife
• Improved heteroscedasticity-consistent covariance matrix estimators
• Jackknifing in Unbalanced Situations
• The Hat Matrix in Regression and ANOVA

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