News
A common modeling strategy consists of estimating the regression parameters by ordinary least squares and then performing hypothesis testing inference using standard errors that are robust to ...
Michael Cohen, Siddhartha R. Dalal, John W. Tukey, Robust, Smoothly Heterogeneous Variance Regression, Journal of the Royal Statistical Society. Series C (Applied ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results
Feedback