Asymptotic inference under heteroskedasticity of unknown form

Computational Statistics and Data Analysis

Volumn 45, Issue 2, 2004, Pages 215-233

  Cribari Neto, Francisco ^a  

^a FEDERAL UNIVERSITY OF PERNAMBUCO   (Brazil)

Author keywords

Bootstrap; Heteroskedasticity; High leverage points; Quasi t tests; Regression

Indexed keywords

ASYMPTOTIC STABILITY; COMPUTER SIMULATION; MATRIX ALGEBRA; MONTE CARLO METHODS;

BOOTSTRAPPING SCHEMES; HOMOSKEDASTICITY;

COMPUTATIONAL METHODS;

STATISTICAL ANALYSIS;

EID: 1142304597     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(02)00366-3     Document Type: Article

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