Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators
- Author
- CRIBARI-NETO, Francisco1 ; FERRARI, Silvia L. P2 ; OLIVEIRA, Waldemar A. S. C1
[1] Departamento de Estatística/CCEN, Universidade Fédéral de Pernambuco, Cidade Universitária, Recife, PE 50740-540, Brazil
[2] Departamento de Estatística/IME, Universidade de São Paulo, Caixa Postal 66281, São Paulo, SP 05311-970, Brazil - Source
Journal of statistical computation and simulation (Print). 2005, Vol 75, Num 8, pp 611-628, 18 p ; ref : 17 ref
- CODEN
- JSCSAJ
- ISSN
- 0094-9655
- Scientific domain
- Control theory, operational research; Mathematics
- Publisher
- Taylor and Francis, Abingdon
- Publication country
- United Kingdom
- Document type
- Article
- Language
- English
- Author keyword
- Bias correction Covariance matrix estimation Heteroskedasticity Leverage points Numerical integration Quasi-t test
- Keyword (fr)
- Algorithme Erreur systématique Estimateur convergent Estimation biaisée Hétéroscedasticité Intégration numérique Matrice covariance Modèle linéaire Méthode statistique Statistique test Estimation variance Point puissance Test linéaire Test quasi t
- Keyword (en)
- Algorithm Bias Consistent estimator Biased estimation Heteroscedasticity Numerical integration Covariance matrix Linear model Statistical method Test statistic Variance estimation Leverage point Linear test Quasi t test
- Keyword (es)
- Algoritmo Error sistemático Estimador convergente Estimación sesgada Heteroscedasticidad Integración numérica Matriz covariancia Modelo lineal Método estadístico Estadística test
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02J Linear inference, regression
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02I Numerical analysis. Scientific computation / 001A02I01 Numerical analysis / 001A02I01D Numerical approximation
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 17018187
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1080/00949650410001729427 
https://dx.doi.org/10.1080/00949650410001729427
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