Efficient mean estimations in a log-normal linear model with first-order correlated errors

MaRDI QIDQ5166074zbMATH OpenFDO

Authors Song Zhang, Dehui Wang

Publication date 30 June 2014

zbMATH Keywords

first-order correlated errorslog-normal linear modelmaximum likelihoodmean squared errortwo-stage estimation

Mathematics Subject Classification ID

Point estimation (62F10) Generalized linear models (logistic models) (62J12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Efficient mean estimation in log-normal linear models
• Efficient estimation in the errors in variables model
• The efficiency of the sample mean in a linear regression model when errors follow a first-order moving average process
• Generalized minimum distance estimators of a linear model with correlated errors.
• Improved estimation in lognormal regression models

Cited in

(3)

• Increased statistical efficiency in a lognormal mean model
• Efficient mean estimation in log-normal linear models
• Correlated random effects regression analysis for a log-normally distributed variable

This page was built for publication: Efficient mean estimations in a log-normal linear model with first-order correlated errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5166074)