Generalized and feasible generalized median estimators for the linear regression with AR(1) error model

MaRDI QIDQ3580465zbMATH OpenFDO

Authors

Publication date 12 August 2010

zbMATH Keywords

regression quantilemediangeneralized least squares estimator

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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

Cited in

(5)

• scientific article; zbMATH DE number 1484813 (Why is no real title available?)
• Recursive estimation in linear models with general errors and grouped data: A median-based procedure and related asymptotics
• Generalized minimum distance estimators of a linear model with correlated errors.
• Generalized least squares transformation and estimation with autoregressive error
• Generalized and pseudo-generalized trimmed means for the linear regression with AR(1) error model

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)