Two-step estimation in a heteroscedastic linear regression model
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Publication:5230723
DOI10.1007/S10958-018-3816-YzbMATH Open1438.62045OpenAlexW2799323789MaRDI QIDQ5230723FDOQ5230723
Publication date: 28 August 2019
Published in: Journal of Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-018-3816-y
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- On the asymptotics of distributions of two-step statistical estimates
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- On asymptotics of the distribution of a two-step statistical estimator of a one-dimensional parameter
- Stability of the partial sum process of residuals in a multiple linear regression model
- On the sum of the variances of the order statistics for samples of dependent observations
- A Comparison Between Maximum Likelihood and Generalized Least Squares in a Heteroscedastic Linear Model
Cited In (3)
- Two-stage method based on local polynomial fitting for a linear heteroscedastic regression model and its application in economics
- Heteroscedasticity diagnostics in two-phase linear regression models
- In Heteroscedastic Simultaneous Inference, the Heteroscedastic Method II (Based on Healy's Two-Stage Sampling) is more Economical than the Original HM (Which is Based on Chatterjee's Sampling)
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