On the asymptotic distribution of weighted least squares estimators

DOI10.1080/03461238.1988.10413838MaRDI QIDQ3783395zbMATH OpenOpenAlexFDO

Authors Ole Hesselager

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

zbMATH Keywords

asymptotic normalitycredibilityweighted least squares estimatorsunconditional distributionempirical linear Bayesconditional asymptotic distributionEstimation of the asymptotic covariance matrix

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• On optimal parameter estimation in credibility

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(10)

• A weighted least-squares procedure for estimating the parameters of Altham's multiplicative generalization of the binomial distribution
• Asymptotics for a weighted least squares estimator of the disease onset distribution function for a survival\,-\,sacrifice model
• Weighted least squares estimators for the Parzen tail index
• Bisk theory and its statistics enyiroment
• A continuous updating weighted least squares estimator of tail dependence in high dimensions
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• An asymptotic theory for weighted least-squares with weights estimated by replication
• scientific article; zbMATH DE number 4094603 (Why is no real title available?)
• Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors
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