Parameter Estimation for Models with Unknown Parameters in Variance

DOI10.1081/STA-200037917MaRDI QIDQ5290374zbMATH OpenOpenAlexFDO

Authors Valerii V. Fedorov, Sergei Leonov

Publication date 28 April 2006

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sta-200037917

zbMATH Keywords

Iteratively reweighted estimatorsMaximum likelihoodMultiple responsesUnknown parameters in variance

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) General nonlinear regression (62J02) Linear regression; mixed models (62J05)

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Cites work

• Asymptotic Properties of Non-Linear Least Squares Estimators
• Asymptotic theory of nonlinear least squares estimation
• Design of experiments with unknown parameters in variance
• Generalized Estimating Equations
• Heteroscedastic Nonlinear Regression
• scientific article; zbMATH DE number 192992 (Why is no real title available?)
• scientific article; zbMATH DE number 1028265 (Why is no real title available?)
• scientific article; zbMATH DE number 1077338 (Why is no real title available?)
• scientific article; zbMATH DE number 3315140 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• Least Squares Estimation when the Covariance Matrix and Parameter Vector are Functionally Related
• Linear Statistical Inference and its Applications
• MODELING AND ESTIMATING VARIANCES IN REGRESSION
• Quasi-likelihood and its application. A general approach to optimal parameter estimation
• Regression problems with controllable variables subject to error
• Unbalanced Repeated-Measures Models with Structured Covariance Matrices
• Variance Function Estimation

Cited in

(5)

• Estimate of trend parameters and variance components in the linear model with unknown covariance matrix.
• Elemental information matrices and optimal experimental design for generalized regression models
• Design of experiments with unknown parameters in variance
• Generalizing parametric models by introducing trial-by-trial parameter variability: the case of TVA
• An alternative expression for the variance factors in using iterated almost unbiased estimation

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