Nonlinear unbiased estimation in the linear regression model with nonnormal disturbances

DOI10.1016/S0378-3758(99)00023-3MaRDI QIDQ1125531zbMATH OpenOpenAlexFDO

Authors Henning Knautz

Publication date 27 February 2001

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(99)00023-3

zbMATH Keywords

bootstrap confidence intervalslinear plus quadratic estimatorsLPQ estimators

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

• A synthesis of stein-rule and mixed regression procedures inlinear regression models under non-normality
• Computing in statistical science through APL
• Econometrics
• scientific article; zbMATH DE number 3165872 (Why is no real title available?)
• scientific article; zbMATH DE number 3844900 (Why is no real title available?)
• scientific article; zbMATH DE number 4054836 (Why is no real title available?)
• scientific article; zbMATH DE number 192910 (Why is no real title available?)
• k-statistics and dispersion effects in regression
• Linear Statistical Inference and its Applications
• Multilinear estimation of skewness and kurtosis in linear models
• Necessary and Sufficient Conditions for MINQU-Estimation of Heteroskedastic Variances in Linear Models
• Properties of shrinkage estimators in linear regression when disturbances are not normal
• Sharp inequalities between skewness and kurtosis
• Simultaneous estimation of expectation and covarianee matrix in linear models²
• Some Large-Sample Tests for Nonnormality in the Linear Regression Model

Cited in

(9)

• Linear plus quadratic (LPQ) quasiminimax estimation in the linear regression model
• Improved inference for moving average disturbances in nonlinear regression models
• Linear unbiased estimation for regression models with stationary noise
• Unbiased estimation of a nonlinear function a normal mean with application to measurement err oorf models
• Nonlinear unbiased estimation in linear models^†
• scientific article; zbMATH DE number 1160746 (Why is no real title available?)
• LINEAR REGRESSION WITH NON-NORMAL ERRORS
• A comment on: ``A modern Gauss-Markov theorem
• Unbiased estimates for moments and cumulants in linear regression

Describes a project that uses

Uses Software

• APL
• alr3

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