Generalized and feasible generalized median estimators for the linear regression with AR(1) error model
From MaRDI portal
Publication:3580465
zbMATH Open1192.62169MaRDI QIDQ3580465FDOQ3580465
Authors:
Publication date: 12 August 2010
Recommendations
- Linear trimmed means for the linear regression with AR(1) errors model
- Generalized minimum distance estimators of a linear model with correlated errors.
- Generalized and pseudo-generalized trimmed means for the linear regression with AR(1) error model
- Generalized least squares transformation and estimation with autoregressive error
- Least Median of Squares Regression
Point estimation (62F10) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cited In (5)
- Recursive estimation in linear models with general errors and grouped data: A median-based procedure and related asymptotics
- Generalized least squares transformation and estimation with autoregressive error
- Generalized and pseudo-generalized trimmed means for the linear regression with AR(1) error model
- Generalized minimum distance estimators of a linear model with correlated errors.
- Title not available (Why is that?)
This page was built for publication: Generalized and feasible generalized median estimators for the linear regression with \(AR(1)\) error model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3580465)