Estimation of Heteroscedasticity in Regression Analysis

• 1 June 1987
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Statistics
• Vol. 15  (2) , 610-625
• https://doi.org/10.1214/aos/1176350364

Abstract

Keywords

• REGRESSION MODEL
• UNIFORM CONVERGENCE
• NONPARAMETRIC REGRESSION
• REGRESSION ANALYSIS
• WEIGHTED LEAST SQUARES