On the asymptotic distribution of weighted least squares estimators
DOI10.1080/03461238.1988.10413838zbMath0642.62059OpenAlexW2024320062MaRDI QIDQ3783395
Publication date: 1988
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1988.10413838
asymptotic normalitycredibilityweighted least squares estimatorsunconditional distributionempirical linear Bayesconditional asymptotic distributionEstimation of the asymptotic covariance matrix
Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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