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A Heteroskedasticity-Consistent Covariance Matrix Estimator And A Direct Test For Heteroskedasticity

机译：异方差 - 一致性协方差矩阵估计和异方差直接检验

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Halbert White;
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年度 1980
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1. Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators [J] . FRANCISCO CRIBARI-NETO, SILVIA L. P. FERRARI, WALDEMAR A. S. C. OLIVEIRA Journal of statistical computation and simulation . 2005,第8期

机译：基于不同异方差一致性协方差矩阵估计量的检验的数值评估
2. A new heteroskedasticity-consistent covariance matrix estimator andn inference under heteroskedasticity [J] . Li Shunyong, Zhang Nahui, Zhang Xiaoqin, Journal of statistical computation and simulation . 2017,第1a3期

机译：异方差下的新的异方差一致协方差矩阵估计和n推论
3. Heteroskedasticity-consistent covariance matrix estimators for spatial autoregressive models [J] . Taspinar Suleyman, Dogan Osman, Bera Anil K. Spatial economic analysis . 2019,第2期

机译：空间自回归模型的异方差一致性协方差矩阵估计
4. Robust L1/geometric covariance matrix estimator: Comparison with huber-type M-estimator [C] . Decurninge, Alexis, Barbarescoy, International Radar Symposium . 2013

机译：鲁棒的L1 /几何协方差矩阵估计器：与Huber型M估计器的比较
5. A permutation test for the structure of a covariance matrix [D] . Morris, Tracy Lynne 2007

机译：协方差矩阵的结构的置换检验
6. A heteroskedastic error covariance matrix estimator using a first-order conditional autoregressive Markov simulation for deriving asympotical efficient estimates from ecological sampled Anopheles arabiensis aquatic habitat covariates [O] . Benjamin G Jacob, Daniel A Griffith, Ephantus J Muturi, 2009

机译：使用一阶条件自回归马尔可夫模拟的异方差误差协方差矩阵估计器用于从生态采样的阿拉伯按蚊水生生境协变量中得出渐近有效估计
7. Heteroskedasticity-Consistent Covariance Matrix Estimators in Small Samples with High Leverage Points [O] . Esra Şimşek, Mehmet Orhan 2016

机译：HOLESOSKEMASTITY - 一致的协方差矩阵估计在具有高杠杆点的小样本中

A Heteroskedasticity-Consistent Covariance Matrix Estimator And A Direct Test For Heteroskedasticity

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