Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainan - 2003
variance (LRV) estimation and robust regression testing. The kernels are constructed by taking powers of the Bartlett kernel … similar to a bandwidth parameter. Sharp origin kernels can be used in regression testing in much the same way as conventional … HAC and LRV estimates as well as continued robust regression testing. Optimal choice of rho based on minimizing the …