Víšek, Jan - In: Bulletin of the Czech Econometric Society 20 (2013)
<p><span style="font-size: 11.000000pt; font-family: 'CMTI10';">Consistency </span><span style="font-size: 11.000000pt; font-family: 'CMR10';">of the </span><span style="font-size: 11.000000pt; font-family: 'CMTI10';">least weighted squares with constraints </span><span style="font-size: 11.000000pt; font-family: 'CMR10';">under </span><span style="font-size: 11.000000pt; font-family: 'CMTI10';">heteroscedasticity </span><span style="font-size: 11.000000pt; font-family: 'CMR10';">is proved and the patterns of numerical study (for the whole collection of situations) reveals its finite sample properties (on the background of the well-known </span><span style="font-size: 11.000000pt; font-family: 'CMTI10';">least trimmed squares</span><span style="font-size: 11.000000pt; font-family: 'CMR10';">). The possibility of...</span></p>
