Iterative weighted least squares estimators
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Publication:688406
DOI10.1214/aos/1176349165zbMath0778.62058MaRDI QIDQ688406
Publication date: 2 December 1993
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349165
asymptotic normality; efficiency; adaptive estimator; model fitting; combining groups; heteroscedastic linear model; iterative weighted least squares estimators; within-group residuals
62F12: Asymptotic properties of parametric estimators
62H12: Estimation in multivariate analysis
62E20: Asymptotic distribution theory in statistics
62J05: Linear regression; mixed models
62F35: Robustness and adaptive procedures (parametric inference)
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