Small sample behavior of a robust heteroskedasticity consistent covariance matrix estimator
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Publication:4355596
DOI10.1080/00949659608811723zbMath0883.62030OpenAlexW2068204407MaRDI QIDQ4355596
Publication date: 23 March 1998
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949659608811723
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)
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