Comparisons among three estimation methods in linear models when observations are pairwise correlated
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Publication:4212977
DOI10.1080/00949659808811889zbMath0931.62052OpenAlexW2163287374MaRDI QIDQ4212977
Publication date: 21 February 2000
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949659808811889
Cites Work
- How much do Gauss-Markov and least square estimates differ, A coordinate- free approach
- On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors
- Local linear regression smoothers and their minimax efficiencies
- An Effective Bandwidth Selector for Local Least Squares Regression
- Comparison of the Variance of Minimum Variance and Weighted Least Squares Regression Coefficients
- Comparison of Least Squares and Minimum Variance Estimates of Regression Parameters
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