MathDB2 problems
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Overgaard's conjecture on the consistency of the Huber–White estimator
Let denote the asymptotic covariance matrix in the pseudo-observation regression setting, and let … be the Huber--White-type estimator. Overgaard's conjecture. This estima…
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Overgaard's conjecture on sandwich variance estimation for pseudo-observation regression
In pseudo-observation regression, let the usual Huber--White-type sandwich estimator refer to the variance estimator used for estimating-regression parameters from pseudo-observati…