Friedhelm Eicker
Friedhelm Eicker (born April 5, 1927 in Radevormwald ) is professor emeritus for statistics at the University of Dortmund .
In addition to Peter J. Huber and Halbert L. White, he was significantly involved in the development of heteroskedasty - robust standard errors for linear models . In the English-language literature in particular, the heteroscedasticity-robust estimator for the standard error is also referred to as the Eicker – Huber – White estimator.
Publications
- Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions , 1963, Annals of Mathematical Statistics, 34, 447-456.
- Limit Theorems for Regressions with Unequal and Dependent Errors , 1967, in Proceedings of the fifth Berkeley Symposium on Mathematical Statistics and Probability, L. LeCam and J. Nexam (Eds.), 59-82, Berkeley, CA, University of California Press.
Web links
- Homepage of the faculty at the University of Dortmund
- Literature by and about Friedhelm Eicker in the catalog of the German National Library
Individual evidence
- ^ English wiki page Heteroscedasticity-consistent standard errors
| personal data | |
|---|---|
| SURNAME | Eicker, Friedhelm |
| BRIEF DESCRIPTION | German statistician and university professor |
| DATE OF BIRTH | April 5, 1927 |
| PLACE OF BIRTH | Radevormwald |