scientific article; zbMATH DE number 4176263

MaRDI QIDQ3200411zbMATH OpenFDO

Authors Burkhard Schaffrin, Helge Toutenburg

Publication date 1990

zbMATH Keywords

auxiliary informationbiased linear stochastic restrictionsextended weighted mixed regressionKalman's modelmixed regression methodnonstochastic regressor matrix

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(22)

• Weighted scores method for regression models with dependent data
• Efficiency properties of weighted mixed regression estimation
• Generalized difference-based weighted mixed almost unbiased ridge estimator in partially linear models
• Two kinds of weighted biased estimators in stochastic restricted regression model
• On the weighted mixed almost unbiased ridge estimator in stochastic restricted linear regression
• Sensitivity analysis in linear models
• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• Regression diagnostics for removing an observation with animating graphics
• A new difference-based weighted mixed Liu estimator in partially linear models
• Efficiency of the generalized-difference-based weighted mixed almost unbiased two-parameter estimator in partially linear model
• On the weighted mixed Liu-type estimator under unbiased stochastic restrictions
• Estimation in a linear regression model with stochastic linear restrictions: a new two-parameter-weighted mixed estimator
• Comments on “On the weighted mixed Liu-type estimator under unbiased stochastic restrictions”
• The weighted ridge estimation for linear mixed models with measurement error under stochastic linear mixed restrictions
• A new version of unbiased ridge regression estimator under the stochastic restricted linear regression model
• Robust estimation in restricted linear regression
• Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models
• Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics
• Principal components regression estimators under biased stochastic linear restrictions
• On some weighted mixed ridge regression estimators: theory, simulation and application
• Estimation in partially linear additive errors-in-variables model with stochastic linear restrictions
• The weighted ridge estimator in stochastic restricted linear measurement error models

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