Improvement of estimators in a linear regression problem with random errors in coefficients

DOI10.1134/S0037446606010125zbMATH Open1213.62116MaRDI QIDQ536635FDOQ536635

Authors: A. I. Sakhanenko, Yuliana Yu. Linke 

Publication date: 19 May 2011

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

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• Consistent estimation in a linear regression problem with random errors in coefficients
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• Asymptotically optimal estimation in a linear fractional regression problem with random errors in coefficients
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• Two-step estimation in a heteroscedastic linear regression model

zbMATH Keywords

two-step estimationasymptotically normal estimatordependence of variance parameterserrors in independent variables

Mathematics Subject Classification ID

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

Cites Work

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• Asymptotically optimal estimation in linear regression in the case of violation of some classical assumptions
• Asymptotically optimal estimation in a linear fractional regression problem with random errors in coefficients
• Asymptotically optimal estimation in a linear regression problem with random errors in coefficients

Cited In (9)

• Asymptotically optimal estimation in a linear regression problem with random errors in coefficients
• Asymptotically normal estimation in the linear-fractional regression problem with random errors in coefficients
• Asymptotically optimal estimation in linear regression in the case of violation of some classical assumptions
• Improved estimation of the disturbance variance in a linear regression model
• On solutions to the equation for improving additives in regression problems
• Improved estimators in some linear errors-in-variables models in finite samples
• Consistent estimation in a linear regression problem with random errors in coefficients
• On the asymptotics of distributions of two-step statistical estimates
• Corrigendum: On the asymptotic bias and mean squared error of an improved estimator for coefficients in linear regression

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