Efficient estimation for models with nonlinear heteroscedasticity
Zhanxiong Xu and Zhibiao Zhao
| Year of publication: |
2022
|
|---|---|
| Authors: | Xu, Zhanxiong ; Zhao, Zhibiao |
| Subject: | Quantile regression | Cramér-Rao bound | Efficient estimation | Nonlinear heteroscedasticity | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity | Regressionsanalyse | Regression analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2021.1933991 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013540367