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Bootstrap standard error estimates for linear regression
Gonçalves, Sílvia; White, Halbert - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 970-979
Persistent link: https://www.econbiz.de/10003107889
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Robust m tests without consistent estimation of the asymptotic covariance matrix
Kuan, Chung-ming; Lee, Wei-Ming - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1264-1275
Persistent link: https://www.econbiz.de/10003375992
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Theory and Methods - Robust M Tests Without Consistent Estimation of the Asymptotic Covariance Matrix
Kuan, Chung-Ming; Lee, Wei-Ming - In: Journal of the American Statistical Association : JASA 101 (2006) 475, pp. 1264-1275
Persistent link: https://www.econbiz.de/10007292878
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Theory and Methods - James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator
Kim, Tae-Hwan; White, Halbert - In: Journal of the American Statistical Association : JASA 96 (2001) 454, pp. 697-705
Persistent link: https://www.econbiz.de/10006620162
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An Alternative Definition of Finite-Sample Breakdown Point With Applications to Regression Model Estimators
Sakata, Shinichi; White, Halbert - In: Journal of the American Statistical Association : JASA 90 (1995) 431, pp. 1099-1106
Persistent link: https://www.econbiz.de/10006634045
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Theory and Methods - Bootstrap Standard Error Estimates for Linear Regression
Gonçalves, Sílvia; White, Halbert - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 970-979
Persistent link: https://www.econbiz.de/10007779387