Efficient estimation for models with nonlinear heteroscedasticity
Year of publication: |
2022
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Authors: | Xu, Zhanxiong ; Zhao, Zhibiao |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 40.2022, 4, p. 1498-1508
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Subject: | Quantile regression | Cramér-Rao bound | Efficient estimation | Nonlinear heteroscedasticity | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity | Regressionsanalyse | Regression analysis | Nichtlineare Regression | Nonlinear regression |
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