Detail publikace

Víšek, J. Á. : Weak root-n-consistency of the least weighted squares under heteroscedasticity

Autor: prof. RNDr. Jan Ámos Víšek CSc.,
Typ: Články v recenzovaných časopisech
Rok: 2010
Číslo: 2
ISSN / ISBN: 0001-7140
Publikováno v: Acta Universitatis Carolinae Mathematica et Physica 2/51, 71 - 82.
Místo vydání: Prague
Klíčová slova: Robustness, implicit weighting, weak root-n-consistency of estimate by the least weighted squares, heteroscedasticity
JEL kódy: C13, C19
Citace:
Abstrakt: Weak $\sqrt{n}$-consistency of the {\it Least Weighted
Squares } estimator of the coefficients of regression model is
proved generally under the heteroscedasticity of error terms. The
assumptions required for the weak $\sqrt{n}$-consistency are briefly
discussed. The roots of the heteroscedasticity are also critically
considered.
Srpen 2022
poútstčtsone
1234567
891011121314
15161718192021
22232425262728
293031    

Partneři

Deloitte

Sponzoři

CRIF
McKinsey
Patria Finance
Česká Spořitelna
EY