BIAS in linear regression models with unknown covariance matrix
DOI10.1080/03610919708813413zbMATH Open0898.62086OpenAlexW1979458881MaRDI QIDQ4387670FDOQ4387670
Authors: Elisete da Conceição Q. Aubin, Gauss M. Cordeiro 
Publication date: 10 August 1998
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610919708813413
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Cites Work
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- Bartlett corrections and bias correction for two heteroscedastic regression models
- The likelihood function of stationary autoregressive-moving average models
- Bias correction in ARMA models
- On the inverses of some patterned matrices arising in the theory of stationary time series
- Bias in nonlinear regression
- A Note on Bias Correction in Maximum Likelihood Estimation with Logistic Discrimination
- Logistic Discrimination and Bias Correction in Maximum Likelihood Estimation
- On the inverse of the covariance matrix for an autoregressive-moving average process
Cited In (7)
- Bias approximations for covariance parameter estimators in the linear model with ar(1) errors
- Second order bias of quasi-MLE for covariance structure models
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- Uncertainty of the design and covariance matrices in linear statistical model
- Covariance adjustment in biased estimation
- Debiasing inference with approximate covariance matrices and other unidentified biases
- Bias correction in a multivariate normal regression model with general parameterization
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