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Testing for linear and log-linear regressions with heteroscedasticity

โœ Scribed by Y.K. Tse


Book ID
116099557
Publisher
Elsevier Science
Year
1984
Tongue
English
Weight
329 KB
Volume
16
Category
Article
ISSN
0165-1765

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Efficient estimates in linear and nonlin
โœ Anton Schick ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 675 KB

In this paper we consider the heteroscedastic regression model defined by the structural relation Y = r(V, [:t)+ s(W)c, where V is a p-dimensional random vector, W is a q-dimensional random vector, fi is an unknown vector in some open subset ~ of N", t-is a known function from R p ร— .~ into R, s is