论文信息 - L-estimatton for linear heteroscedastic models - 字舞流文

L-estimatton for linear heteroscedastic models

L-estimators based on a weighted regression quantile process are considered for a class of linearly heteroscedastic regression models. It is shown that the resulting estimators are “efficient” in t...

Roger Koenker | Quanshui Zhao | R. Koenker | Quanshui Zhao

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