Iterative weighted least-squares estimates in a heteroscedastic linear regression model
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Publication:1869073
DOI10.1016/S0378-3758(01)00285-3zbMath1030.62015OpenAlexW2078169557MaRDI QIDQ1869073
Publication date: 9 April 2003
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(01)00285-3
ReplicationSpherical distributionIterative procedureAsymptotic varianceCommon meanGraybill-Deal estimateHeteroscedastic linear regression
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)
Cites Work
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- Asymptotic distribution of the weighted least squares estimator
- Iterative weighted least squares estimators
- Estimation for a linear regression model with unknown diagonal covariance matrix
- An asymptotic theory for weighted least-squares with weights estimated by replication
- Asymptotic improvement of the graybill-deal estimator
- Iterative Weighted Least Squares Estimation in Heteroscedastic Linear Models
- Consistent Estimates Based on Partially Consistent Observations