scientific article; zbMATH DE number 19013

zbMATH Open0738.62041MaRDI QIDQ3976439FDOQ3976439

Authors: Halbert White, Maxwell B. Stinchcombe 

Publication date: 26 June 1992

Title of this publication is not available (Why is that?)

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zbMATH Keywords

heteroskedasticitymethod of sievesconditional meanadaptive EWLS estimationasymptotic covariance matrix estimatorsconditional variance estimationdependent and heterogeneously distributed dataefficient weighted least squares estimationEWLS estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (3)

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• Data dependent weights in discontinuous weighted least-squares approximation with anisotropic support
• Robustness checks and robustness tests in applied economics

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