Asymptotic distribution of the weighted least squares estimator (Q583756): Difference between revisions
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| Property / author | |||
| Property / author: Jun Shao / rank | |||
| Property / author | |||
| Property / author: Jun Shao / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62E20 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62J05 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62H12 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 4133297 / rank | |||
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| Property / zbMATH Keywords | |||
asymptotic distribution of the weighted least squares estimator | |||
| Property / zbMATH Keywords: asymptotic distribution of the weighted least squares estimator / rank | |||
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| Property / zbMATH Keywords | |||
heteroscedastic linear regression model | |||
| Property / zbMATH Keywords: heteroscedastic linear regression model / rank | |||
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| Property / zbMATH Keywords | |||
consistent estimator of the asymptotic covariance matrix | |||
| Property / zbMATH Keywords: consistent estimator of the asymptotic covariance matrix / rank | |||
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moment conditions | |||
| Property / zbMATH Keywords: moment conditions / rank | |||
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error distributions | |||
| Property / zbMATH Keywords: error distributions / rank | |||
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| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / cites work | |||
| Property / cites work: Adapting for heteroscedasticity in linear models / rank | |||
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| Property / cites work | |||
| Property / cites work: Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models / rank | |||
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| Property / cites work | |||
| Property / cites work: Estimation for a linear regression model with unknown diagonal covariance matrix / rank | |||
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| Property / cites work | |||
| Property / cites work: Asymptotic properties of the maximum likelihood estimator in dichotomous logit models / rank | |||
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| Property / cites work | |||
| Property / cites work: Estimating Heteroscedastic Variances in Linear Models / rank | |||
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| links / mardi / name | links / mardi / name | ||
Latest revision as of 12:06, 20 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distribution of the weighted least squares estimator |
scientific article |
Statements
Asymptotic distribution of the weighted least squares estimator (English)
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1989
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asymptotic distribution of the weighted least squares estimator
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heteroscedastic linear regression model
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consistent estimator of the asymptotic covariance matrix
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moment conditions
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error distributions
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