Long run variance estimation and robust regression testing using sharp origin kernels with no truncation-Reference-Cited by-同舟云学术

Long run variance estimation and robust regression testing using sharp origin kernels with no truncation

Published:2007-03 Issue:3 Volume:137 Page:985-1023
ISSN:0378-3758
Container-title:Journal of Statistical Planning and Inference
language:en
Short-container-title:Journal of Statistical Planning and Inference

Author:

Phillips Peter C.B.,Sun Yixiao,Jin Sainan

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference30 articles.

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5. Hall, P.G., Hallin, M., Roussas, G.G., 2003. Madan Lal Puri, Selected Collected Works, Volume 1: Nonparametric Methods in Statistics and Related Topics. VSP International Science Publishers.

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