%0 Journal Article
%T Gini Regressions and Heteroskedasticity£¿
%A Arthur Charpentier
%A Nd¨¦n¨¦ Ka
%A Oumar Hamady Ndiaye
%A St¨¦phane Mussard
%J -
%D 2019
%R https://doi.org/10.3390/econometrics7010004
%X Abstract 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. View Full-Tex
%K Gini
%K heteroskedasticity
%K jackknife
%K U-statistics
%U https://www.mdpi.com/2225-1146/7/1/4