Instrumental weighted variables under heteroscedasticity, Part I -- Consistency

DOI10.14736/kyb-2017-1-0001zbMath1413.62091OpenAlexW2602382928MaRDI QIDQ5271022

Jan Ámos Víšek

Publication date: 3 July 2017

Published in: Kybernetika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14736/kyb-2017-1-0001

zbMATH Keywords

numerical studyconsistency of the instrumental weighted variablesheteroscedasticity of disturbancesweighting order statistics of the squared residuals

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Order statistics; empirical distribution functions (62G30) General nonlinear regression (62J02)

Related Items (1)

Robust coefficients of correlation or spatial autocorrelation based on implicit weighting

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