bibtype	C - Conference Paper (international conference)
ARLID	0483082
utime	20240103215145.2
mtime	20171212235959.9
WOS	000455325300063
title (primary) (eng)	Exact Inference In Robust Econometrics under Heteroscedasticity
specification	page_count 10 s. media_type E
serial	ARLID cav_un_epca*0475085 ISBN 978-80-87990-12-4 title The 11th International Days of Statistics and Economics Conference Proceedings page_num 636-645 publisher place Slaný name Melandrium year 2017 editor name1 Löster name2 T. editor name1 Pavelka name2 T.
keyword	heteroscedasticity
keyword	robust statistics
keyword	regression
keyword	diagnostic tools
keyword	economic data
author (primary)	ARLID cav_un_auth*0345793 name1 Kalina name2 Jan institution UTIA-B full_dept (cz) Stochastická informatika full_dept (eng) Department of Stochastic Informatics department (cz) SI department (eng) SI full_dept Department of Stochastic Informatics fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
author	ARLID cav_un_auth*0353498 name1 Peštová name2 B. country CZ
source	url http://library.utia.cas.cz/separaty/2017/SI/kalina-0483082.pdf
cas_special	project ARLID cav_un_auth*0345381 project_id GA17-07384S agency GA ČR abstract (eng) The paper is devoted to the least weighted squares estimator, which is one of highly robust estimators for the linear regression model. Novel permutation tests of heteroscedasticity are proposed. Also the asymptotic behavior of the permutation test statistics of the Goldfeld-Quandt and Breusch-Pagan tests is investigated. A numerical experiment on real economic data is presented, which also shows how to perform a robust prediction model under heteroscedasticity. Theoretical results may be simply extended to the context of multivariate quantiles action ARLID cav_un_auth*0346895 name International Days of Statistics and Economics /11./ dates 20170914 mrcbC20-s 20170916 place Prague country CZ RIV BB FORD0 10000 FORD1 10100 FORD2 10103 reportyear 2018 mrcbC47 UIVT-O 10000 10100 10103 presentation_type PR inst_support RVO:67985556 permalink http://hdl.handle.net/11104/0278495 confidential S mrcbC83 RIV/67985556:_____/17:00483082!RIV18-AV0-67985556 191975730 Doplnění UT WOS mrcbC83 RIV/67985556:_____/17:00483082!RIV18-GA0-67985556 191965058 Doplnění UT WOS mrcbC86 n.a. Proceedings Paper Economics mrcbC86 n.a. Proceedings Paper Economics mrcbC86 n.a. Proceedings Paper Economics arlyear 2017 mrcbU14 SCOPUS mrcbU24 PUBMED mrcbU34 000455325300063 WOS mrcbU63 cav_un_epca*0475085 The 11th International Days of Statistics and Economics Conference Proceedings 978-80-87990-12-4 636 645 Slaný Melandrium 2017 mrcbU67 Löster T. 340 mrcbU67 Pavelka T. 340