Inference under heteroskedasticity and leveraged data

Communications in Statistics - Theory and Methods

Volumn 36, Issue 10, 2007, Pages 1877-1888

  Cribari Neto, Francisco ^a   Souza, Tatiene C ^b   Vasconcellos, Klaus L P ^a  

^a FEDERAL UNIVERSITY OF PERNAMBUCO   (Brazil)

^b FEDERAL UNIVERSITY OF BAHIA   (Brazil)

Author keywords

Covariance matrix estimation; Heteroskedasticity; Leverage points; Linear regression

Indexed keywords

COVARIANCE MATRIX; ERROR ANALYSIS; INFERENCE ENGINES; LINEAR REGRESSION;

COVARIANCE MATRIX ESTIMATION; HETEROSKEDASTICITY; LEVERAGE POINTS;

DATA REDUCTION;

EID: 34547363889     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610920601126589     Document Type: Article

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