Weak n-consistency of the least weighted squares under heteroscedasticity

MaRDI QIDQ3171437zbMATH OpenFDO

Authors Jan Ámos Víšek

Publication date 5 October 2011

Mathematics Subject Classification ID

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

Recommendations

• Consistency of the least weighted squares under heteroscedasticity
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• Weighted least squares estimates in partly linear regression models
• scientific article; zbMATH DE number 1829196

Cited in

(7)

• Consistency of the least weighted squares under heteroscedasticity
• Representation of the least weighted squares
• Asymptotic distribution of the weighted least squares estimator
• Stochastic regression model with heteroscedastic disturbance
• Instrumental weighted variables under heteroscedasticity. I: Consistency.
• 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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