## Detail publikace

### Víšek, J. Á. : Weak root-n-consistency of the least weighted squares under heteroscedasticity

Autor: prof. RNDr. Jan Ámos Víšek CSc., Články v recenzovaných časopisech 2010 2 0001-7140 Acta Universitatis Carolinae Mathematica et Physica 2/51, 71 - 82. Prague Robustness, implicit weighting, weak root-n-consistency of estimate by the least weighted squares, heteroscedasticity C13, C19 Weak $\sqrt{n}$-consistency of the {\it Least Weighted Squares } estimator of the coefficients of regression model is proved generally under the heteroscedasticity of error terms. The assumptions required for the weak $\sqrt{n}$-consistency are briefly discussed. The roots of the heteroscedasticity are also critically considered.