Artikel
Gini regressions and heteroskedasticity
We propose an Aitken estimator for Gini regression. The suggested A -Gini estimator is proven to be a U-statistics. Monte Carlo simulations are provided to deal with heteroskedasticity and to make some comparisons between the generalized least squares and the Gini regression. A Gini-White test is proposed and shows that a better power is obtained compared with the usual White test when outlying observations contaminate the data.
- Sprache
-
Englisch
- Erschienen in
-
Journal: Econometrics ; ISSN: 2225-1146 ; Volume: 7 ; Year: 2019 ; Issue: 1 ; Pages: 1-16 ; Basel: MDPI
- Klassifikation
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Wirtschaft
Semiparametric and Nonparametric Methods: General
- Thema
-
Gini
heteroskedasticity
jackknife
U-statistics
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Charpentier, Arthur
Ka, Ndéné
Mussard, Stéphane
Ndiaye, Oumar Hamady
- Ereignis
-
Veröffentlichung
- (wer)
-
MDPI
- (wo)
-
Basel
- (wann)
-
2019
- DOI
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doi:10.3390/econometrics7010004
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:46 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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Objekttyp
- Artikel
Beteiligte
- Charpentier, Arthur
- Ka, Ndéné
- Mussard, Stéphane
- Ndiaye, Oumar Hamady
- MDPI
Entstanden
- 2019
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