Two-Step Estimation in a Heteroscedastic Linear Regression Model

DOI10.1007/s10958-018-3816-yzbMath1438.62045OpenAlexW2799323789MaRDI QIDQ5230723

Yuliana Yu. Linke

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

zbMATH Keywords

linear regression modelrandom errorlinear estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Cites Work

• On the asymptotics of distributions of two-step statistical estimates
• 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 geometric characterization of \(c\)-optimal designs for heteroscedastic regression
• Quasi-likelihood and its application. A general approach to optimal parameter estimation
• Effect of mean on variance function estimation in nonparametric regression
• Variance estimation in nonparametric regression via the difference sequence method
• A Comparison Between Maximum Likelihood and Generalized Least Squares in a Heteroscedastic Linear Model
• On the Distribution of the Expected Values of the Order Statistics
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