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.
- Language
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Englisch
- Bibliographic citation
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Journal: Econometrics ; ISSN: 2225-1146 ; Volume: 7 ; Year: 2019 ; Issue: 1 ; Pages: 1-16 ; Basel: MDPI
- Classification
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Wirtschaft
Semiparametric and Nonparametric Methods: General
- Subject
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Gini
heteroskedasticity
jackknife
U-statistics
- Event
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Geistige Schöpfung
- (who)
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Charpentier, Arthur
Ka, Ndéné
Mussard, Stéphane
Ndiaye, Oumar Hamady
- Event
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Veröffentlichung
- (who)
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MDPI
- (where)
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Basel
- (when)
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2019
- DOI
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doi:10.3390/econometrics7010004
- Handle
- Last update
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10.03.2025, 11:46 AM CET
Data provider
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Artikel
Associated
- Charpentier, Arthur
- Ka, Ndéné
- Mussard, Stéphane
- Ndiaye, Oumar Hamady
- MDPI
Time of origin
- 2019
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