0365721 20240903170623.820111103235959.9 000290980900002 Consistency of the least weighted squares under heteroscedasticity 28 s. cav_un_epca*02971630023-5954Kybernetika201147 (2011)179-206Ústav teorie informace a automatizace AV ČR, v. v. i. Regression Consistency The least weighted squares Heteroscedasticity cav_un_auth*0101225 Víšek Jan Ámos Ekonometrie Department of Econometrics E E UTIA-B Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2011/SI/visek-consistency of the least weighted squares under heteroscedasticity.pdf GA402/09/055 GA UK CZ CEZ:AV0Z10750506 A robust version of the Ordinary Least Squares accommodating the idea of weighting the order statistics of the squared residuals (rather than directly the squares of residuals) is recalled and its properties are studied. The existence of solution of the corresponding extremal problem and the consistency under heteroscedasticity is proved. 2012 BB 1 4 O 4o 20231122134721.8 http://hdl.handle.net/11104/0200895 COMPUTERSCIENCECYBERNETICS 0.473 0.033 9.5 0.0016 0.277 403 61 21 0.307 20.45 0.61 Q2 23.915 17.500 Q4 Q3 2011 Soubory v repozitáři: 0365721.pdf 000290980900002 WOS cav_un_epca*0297163 Kybernetika 0023-5954 Roč. 2011 č. 47 2011 179 206 Ústav teorie informace a automatizace AV ČR, v. v. i.