Iterative weighted least-squares estimates in a heteroscedastic linear regression model
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Publication:1869073
DOI10.1016/S0378-3758(01)00285-3zbMath1030.62015MaRDI QIDQ1869073
Publication date: 9 April 2003
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Replication; Spherical distribution; Iterative procedure; Asymptotic variance; Common mean; Graybill-Deal estimate; Heteroscedastic linear regression
62F12: Asymptotic properties of parametric estimators
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
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
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- Asymptotic improvement of the graybill-deal estimator
- Iterative Weighted Least Squares Estimation in Heteroscedastic Linear Models
- Consistent Estimates Based on Partially Consistent Observations