AMEMIYA'S FORM OF THE WEIGHTED LEAST SQUARES ESTIMATOR

DOI10.1111/J.1467-842X.1993.TB01322.XzbMATH Open0791.62072MaRDI QIDQ4275232FDOQ4275232

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)

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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)

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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