Inference under Heteroscedasticity of Unknown Form Using an Adaptive Estimator-Reference-Cited by-同舟云学术

Inference under Heteroscedasticity of Unknown Form Using an Adaptive Estimator

Published:2011-12-15 Issue:24 Volume:40 Page:4431-4457
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Ahmed Munir,Aslam Muhammad,Pasha G. R.

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/03610926.2010.513793

Reference27 articles.

1. Ahmed , M. , Aslam , M. , Pasha , G. R. ( 2007 ). A new approach to heteroscedasticity consistent covariance matrix estimation.Proc. 9th Islamic Countries Confer. Statist. Sci. ICCS-IX.Dec. 12–14 .

2. Aslam , M. ( 2006 ). Adaptive procedures for estimation of linear regression models with known and unknown heteroscedastic errors. Ph.D. Thesis, Bahauddin Zakariya University, Multan, Pakistan .

3. Aslam , M. , Pasha , G. R. ( 2007 ). Evaluation of error in rejection probability for adaptive and heteroscedasticity consistent covariance matrix estimators.Proc. 3rd Nat. Confer. Statist. Sci., Lahore, May 28–29 , pp. 177 – 186 .

4. Adapting for Heteroscedasticity in Linear Models

5. Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators

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