Estimating the parameters in regression with uniformly distributed errors

DOI10.1080/00949658608810965MaRDI QIDQ3774754zbMATH OpenOpenAlexFDO

Authors Edna Schechtman, Gideon Schechtman

Publication date 1986

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658608810965

zbMATH Keywords

maximum likelihood estimatorsleast squares estimatorsslopeinterceptunbiased estimatorsvariancesuniformly distributed errors

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 3874435 (Why is no real title available?)
• A dual method for discrete Chebychev curve fitting
• An algorithm for discrete chebychev curve fitting for the simple model using a dual linear programming approach
• Least absolute value and chebychev estimation utilizing least squares results
• On L1 and Chebyshev estimation
• Two Linear Programming Algorithms for Unbiased Estimation of Linear Models
• Using the least squares estimator in Chebyshev estimation

Cited in

(9)

• The uniformly better unbiased estimator for the slope parameter in simple linear regression with one-fold nested error
• Non-asymptotic bounds for the \(\ell_{\infty}\) estimator in linear regression with uniform noise
• A unified approach to efficient estimation in simple linear regression
• Uniform distribution width estimation from data observed with Laplace additive error
• Estimating a uniform distribution when data are measured with a normal additive error with unknown variance
• Estimating the width of a uniform distribution when data are measured with additive normal errors with known variance
• scientific article; zbMATH DE number 4199350 (Why is no real title available?)
• scientific article; zbMATH DE number 4113780 (Why is no real title available?)
• Estimating the width of a uniform distribution under symmetric measurement errors

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