/Hadamard

Robust Inference Under Heteroskedasticity via the Hadamard Estimator

Primary LanguageMATLABGNU General Public License v3.0GPL-3.0

Hadamard

Code implementing the methods, and reproducing the computational results, from the paper:

E. Dobriban, W. J. Su, Y. Yang, and Z. Zhang: Robust Inference Under Heteroskedasticity via the Hadamard Estimator, https://arxiv.org/abs/1807.00347