Showing 1 - 6 of 6
We propose an Aitken estimator for Gini regression. The suggested A -Gini estimator is proven to be a U-statistics. Monte Carlo simulations are provided to deal with heteroskedasticity and to make some comparisons between the generalized least squares and the Gini regression. A Gini-White test...
Persistent link: https://www.econbiz.de/10012025711
Persistent link: https://www.econbiz.de/10011289146
Persistent link: https://www.econbiz.de/10010418932
Persistent link: https://www.econbiz.de/10010418937
Persistent link: https://www.econbiz.de/10011672378
Persistent link: https://www.econbiz.de/10012181883