Leverage-adjusted heteroskedastic bootstrap methods

Journal of Statistical Computation and Simulation

Volumn 74, Issue 3, 2004, Pages 215-232

  Cribari Neto, Francisco ^a   Zarkos, Spyros G ^b  

^a DEPARTAMENTO DE QUÍMICA FUNDAMENTAL   (Brazil)

^b BANK OF GREECE   (Greece)

Author keywords

Bootstrap; Covariance matrix estimation; Heteroskedasticity; Influential points; Leverage

Indexed keywords

EID: 0442275819     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/0094965031000115411     Document Type: Article

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