Regressor and disturbance have moments of all orders, least squares estimator has none (Q286456): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+J05
@@ Property / Mathematics Subject Classification ID: 62J05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J02
@@ Property / Mathematics Subject Classification ID: 62J02 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6583287
@@ Property / zbMATH DE Number: 6583287 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+least squares bias
@@ Property / zbMATH Keywords: least squares bias / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+mean squared error
@@ Property / zbMATH Keywords: mean squared error / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+negative moments
@@ Property / zbMATH Keywords: negative moments / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2016.03.021
+Normal rank
@@ Property / OpenAlex ID @@
+W2315740609
@@ Property / OpenAlex ID: W2315740609 / rank @@
+Normal rank
@@ Property / cites work @@
+Expectation of quadratic forms in normal and nonnormal variables with applications
+Normal rank
@@ Property / cites work @@
+AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models.
+Normal rank
@@ Property / cites work @@
+The Existence of the First Negative Moment Revisited
+Normal rank
@@ Property / cites work @@
+Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation
+Normal rank
@@ Property / cites work @@
+Sequential shrinkage estimation in the general linear model
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:286456