Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form
| Year of publication: |
2010
|
|---|---|
| Authors: | Cribari-Neto, Francisco ; Lima, Maria |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 62.2010, 6, p. 1053-1082
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| Publisher: |
Springer |
| Subject: | Bias | Covariance matrix estimation | Heteroskedasticity | Linear regression |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008775931