Parameter Estimation for Models with Unknown Parameters in Variance
From MaRDI portal
Publication:5290374
DOI10.1081/STA-200037917zbMath1087.62065OpenAlexW2071670471MaRDI QIDQ5290374
Sergei L. Leonov, Valerii V. Fedorov
Publication date: 28 April 2006
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sta-200037917
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) General nonlinear regression (62J02)
Related Items
Cites Work
- Asymptotic theory of nonlinear least squares estimation
- Quasi-likelihood and its application. A general approach to optimal parameter estimation
- Unbalanced Repeated-Measures Models with Structured Covariance Matrices
- Variance Function Estimation
- Heteroscedastic Nonlinear Regression
- Least Squares Estimation when the Covariance Matrix and Parameter Vector are Functionally Related
- MODELING AND ESTIMATING VARIANCES IN REGRESSION
- Regression problems with controllable variables subject to error
- Design of experiments with unknown parameters in variance
- Generalized Estimating Equations
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Linear Statistical Inference and its Applications
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item