scientific article; zbMATH DE number 19013

MaRDI QIDQ3976439zbMATHFDO

Authors Halbert White, Maxwell B. Stinchcombe

Publication date 26 June 1992

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)

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