Asymptotics of S-weighted estimators
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Publication:2417845
DOI10.1007/978-3-030-05420-5_4zbMath1414.62158OpenAlexW2135030851MaRDI QIDQ2417845
Publication date: 29 May 2019
Full work available at URL: https://doi.org/10.1007/978-3-030-05420-5_4
robustnessimplicit weightingconsistency of the SW-estimator under heteroscedasticityorder statistics of the absolute values of residuals
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