AMEMIYA'S FORM OF THE WEIGHTED LEAST SQUARES ESTIMATOR

DOI10.1111/J.1467-842X.1993.TB01322.XMaRDI QIDQ4275232zbMATH OpenFDO

Authors José A. F. Machado, Roger Koenker, C. L. Skeels, Alan H. Welsh

Publication date 13 January 1994

Published in Australian Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

asymptotic expansionlinear modelrobustnessweighted least squares estimatorheteroscedastic errorsregression coefficients

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)

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Cited in

(4)

• Asymptotic distribution of the weighted least squares estimator
• Normal maximum likelihood, weighted least squares, and ridge regression estimates
• Asymptotic Distribution of the Hildreth-Houck Estimator
• On the equality of usual and amemiya's partially generalized least squares estimator

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