Properties of the coefficient estimators for the linear regression model with heteroskedastic error term

zbMATH Open1157.62416MaRDI QIDQ3607564FDOQ3607564

Authors: D. Zuokas, Alfredas Račkauskas 

Publication date: 2 March 2009

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zbMATH Keywords

heteroskedasticitychanged segmentHölder norm tests

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Estimation in multivariate analysis (62H12)

Cited In (2)

• Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae
• Heteroskedastic linear regression: steps towards adaptivity, efficiency, and robustness

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