Weak n-consistency of the least weighted squares under heteroscedasticity

zbMATH Open1228.62026MaRDI QIDQ3171437FDOQ3171437

Authors: Jan Ámos Víšek 

Publication date: 5 October 2011

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• scientific article; zbMATH DE number 1829196

Mathematics Subject Classification ID

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

Cited In (7)

• Stochastic regression model with heteroscedastic disturbance
• Instrumental weighted variables under heteroscedasticity. I: Consistency.
• Asymptotic distribution of the weighted least squares estimator
• Representation of the least weighted squares
• Consistency of the least weighted squares under heteroscedasticity
• SOME ASYMPTOTIC PROPERTIES OF THE LEAST SQUARES ESTIMATORS OF A POLYNOMIAL REGRESSION WITH A HETEROSKEDASTIC ERROR
• Asymptotic Distribution of the Hildreth-Houck Estimator

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