| bibtype |
J -
Journal Article
|
| ARLID |
0365721 |
| utime |
20240903170623.8 |
| mtime |
20111103235959.9 |
| WOS |
000290980900002 |
| title
(primary) (eng) |
Consistency of the least weighted squares under heteroscedasticity |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0297163 |
| ISSN |
0023-5954 |
| title
|
Kybernetika |
| volume_id |
2011 |
| volume |
47 (2011) |
| page_num |
179-206 |
| publisher |
| name |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
|
| keyword |
Regression |
| keyword |
Consistency |
| keyword |
The least weighted squares |
| keyword |
Heteroscedasticity |
| author
(primary) |
| ARLID |
cav_un_auth*0101225 |
| name1 |
Víšek |
| name2 |
Jan Ámos |
| full_dept (cz) |
Ekonometrie |
| full_dept (eng) |
Department of Econometrics |
| department (cz) |
E |
| department (eng) |
E |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GA402/09/055 |
| agency |
GA UK |
| country |
CZ |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
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. |
| reportyear |
2012 |
| RIV |
BB |
| num_of_auth |
1 |
| mrcbC52 |
4 O 4o 20231122134721.8 |
| permalink |
http://hdl.handle.net/11104/0200895 |
| mrcbT16-e |
COMPUTERSCIENCECYBERNETICS |
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0.473 |
| mrcbT16-g |
0.033 |
| mrcbT16-h |
9.5 |
| mrcbT16-i |
0.0016 |
| mrcbT16-j |
0.277 |
| mrcbT16-k |
403 |
| mrcbT16-l |
61 |
| mrcbT16-q |
21 |
| mrcbT16-s |
0.307 |
| mrcbT16-y |
20.45 |
| mrcbT16-x |
0.61 |
| mrcbT16-4 |
Q2 |
| mrcbT16-B |
23.915 |
| mrcbT16-C |
17.500 |
| mrcbT16-D |
Q4 |
| mrcbT16-E |
Q3 |
| arlyear |
2011 |
| mrcbTft |
\nSoubory v repozitáři: 0365721.pdf |
| mrcbU34 |
000290980900002 WOS |
| mrcbU63 |
cav_un_epca*0297163 Kybernetika 0023-5954 Roč. 2011 č. 47 2011 179 206 Ústav teorie informace a automatizace AV ČR, v. v. i. |
|