scientific article; zbMATH DE number 3907547
zbMATH Open0568.62010MaRDI QIDQ3684980FDOQ3684980
Authors: Der-Shin Chang 
Publication date: 1984
Title of this publication is not available (Why is that?)
Recommendations
asymptotic normalityconsistencysimple random samplingleast squares estimatevariance estimatormultiple correlation coefficientmultivariate regression estimatormodel-free approachLindeberg-Hájek conditionweak law of large numbers for finite population
Linear regression; mixed models (62J05) Sampling theory, sample surveys (62D05) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)
Cited In (15)
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- On the asymptotic properties of the Bernstein estimator of the multivariate distribution function
- The population-sample decomposition approach to multivariate estimation methods
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- Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models
- The asymptotic distribution of REML estimators
- Asymptotics of a Theil-type estimate in multiple linear regression
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- On the distribution of a statistic in multivariate inverse regression analysis
- On the MVUE for the distribution in the multivariate normal regression
- ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS
- Asymptotic Results for an M-Estimator of the Regression Function for Quasi-Associated Processes
- Title not available (Why is that?)
- Regression and asymptotical location of a multivariate sample
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