Asymptotic expansion for weighted least squares in linear regression models

DOI10.1080/03610929708831933MaRDI QIDQ4346825zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

linear modelsweighted least squaresEdgeworth expansions

Mathematics Subject Classification ID

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

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• Asymptotic distribution of the weighted least squares estimator
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Cites work

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

Cited in

(5)

• Asymptotic distribution of the weighted least squares estimator
• Bootstrapping the Hausman test in panel data models
• Saddlepoint expansions in linear regression.
• scientific article; zbMATH DE number 5002101 (Why is no real title available?)
• An asymptotic theory for weighted least-squares with weights estimated by replication

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