scientific article; zbMATH DE number 1395932

MaRDI QIDQ4935440zbMATH OpenFDO

Authors Klaus L. P. Vasconcellos, Gauss M. Cordeiro

Publication date 18 May 2000

zbMATH Keywords

bias correctionscovariance structurecumulantsmaximum likelihoodSUR model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cited in

(8)

• Asymptotic properties of covariate-adjusted regression with correlated errors
• The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models
• Bias correction in a multivariate normal regression model with general parameterization
• Computation of the factorized error covariance of the difference between correlated estimators
• Bias approximations for covariance parameter estimators in the linear model with ar(1) errors
• A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions
• Second order bias of quasi-MLE for covariance structure models
• BIAS in linear regression models with unknown covariance matrix

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