Two-step estimation in a heteroscedastic linear regression model

DOI10.1007/S10958-018-3816-YMaRDI QIDQ5230723zbMATH OpenOpenAlexFDO

Authors 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 modellinear estimatorrandom error

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4169760 (Why is no real title available?)
• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
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• scientific article; zbMATH DE number 3258670 (Why is no real title available?)
• A Comparison Between Maximum Likelihood and Generalized Least Squares in a Heteroscedastic Linear Model
• A geometric characterization of c-optimal designs for heteroscedastic regression
• Asymptotically optimal estimation in linear regression in the case of violation of some classical assumptions
• Effect of mean on variance function estimation in nonparametric regression
• On asymptotics of the distribution of a two-step statistical estimator of a one-dimensional parameter
• On the Distribution of the Expected Values of the Order Statistics
• On the asymptotics of distributions of two-step statistical estimates
• On the sum of the variances of the order statistics for samples of dependent observations
• Quasi-likelihood and its application. A general approach to optimal parameter estimation
• Stability of the partial sum process of residuals in a multiple linear regression model
• Variance estimation in nonparametric regression via the difference sequence method

Cited in

(7)

• Improvement of estimators in a linear regression problem with random errors in coefficients
• Asymptotically optimal estimation in linear regression in the case of violation of some classical assumptions
• 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
• On the asymptotics of distributions of two-step statistical estimates
• Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative
• 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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