Weak root-consistency of the least weighted squares under heteroscedasticity
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F10%3A10050546" target="_blank" >RIV/00216208:11230/10:10050546 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Weak root-consistency of the least weighted squares under heteroscedasticity
Original language description
Weak rootconsistency of the Least Weighted Squares estimator of the coefficients of regression model is proved generally under the heteroscedasticity of error terms. The assumptions required for the weak $sqrt{n}$-consistency are briefly discussed. Theroots of the heteroscedasticity are also critically considered
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA402%2F09%2F0557" target="_blank" >GA402/09/0557: Robustification of selected econometric methods</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Acta Universitatis Carolinae - Mathematica et Physica
ISSN
0001-7140
e-ISSN
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Volume of the periodical
51
Issue of the periodical within the volume
2
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
12
Pages from-to
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UT code for WoS article
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EID of the result in the Scopus database
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