Asymptotic expansion for weighted least squares in linear regression models

DOI10.1080/03610929708831933zbMATH Open0899.62085OpenAlexW2088124529MaRDI QIDQ4346825FDOQ4346825

Authors: Maher Qumsiyeh 

Publication date: 21 October 1998

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929708831933

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zbMATH Keywords

linear modelsweighted least squaresEdgeworth expansions

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20)

Cites Work

• On the validity of the formal Edgeworth expansion
• Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations
• Bootstrapping and empirical edgeworth expansions in multiple linear regression models
• Edgeworth expansions for bootstrapping regression models
• Edgeworth expansion in regression models
• Bootstrapping \(M\)-estimators of a multiple linear regression parameter

Cited In (5)

• Saddlepoint expansions in linear regression.
• Bootstrapping the Hausman test in panel data models
• Asymptotic distribution of the weighted least squares estimator
• An asymptotic theory for weighted least-squares with weights estimated by replication
• Title not available (Why is that?)

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