Large sample theory for a multivariate structural relationship with replication

DOI10.1080/03610928408828815MaRDI QIDQ3685013zbMATH OpenOpenAlexFDO

Authors Yoshiko Isogawa

Publication date 1984

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928408828815

zbMATH Keywords

asymptotic normalityreplicationincidental parametersasymptotic covariance matrixgeneralized least squares estimatorscorrelated samplesLyapunov central limit theoremmultivariate linear structural relationship

Mathematics Subject Classification ID

Linear inference, regression (62J99) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Central limit and other weak theorems (60F05)

Recommendations

• scientific article; zbMATH DE number 3907587
• Estimation of a multiplicative correlation structure in the large dimensional case
• Large-sample estimation and inference in multivariate single-index models
• SLOPE-RANGE AND GENERALIZED LEAST SQUARES: ESTIMATION OF THE STRUCTURAL RELATIONSHIP WITH REPLICATED OBSERVATIONS, UNEQUAL MEANS AND VARIANCES
• Large-scale multiple testing under dependence
• Large-sample theory for generalized linear models with non-natural link and random variates
• Large sample inference for a multivariate linear model with autocorrelated errors
• Covariate-modulated large-scale multiple testing under dependence

Cites work

• Estimation in the presence of incidental parameters
• Linear Statistical Inference and its Applications
• The linear structural relation for several groups of data
• The ultrastructural relation: A synthesis of the functional and structural relations

Cited in

(1)

• Estimation of a multiplicative correlation structure in the large dimensional case

This page was built for publication: Large sample theory for a multivariate structural relationship with replication

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3685013)