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

DOI10.1134/S0037446606010125zbMath1213.62116MaRDI QIDQ536635

Yuliana Yu. Linke, Aleksandr Ivanovich Sakhanenko

Publication date: 19 May 2011

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

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)

Related Items (3)

On solutions to the equation for improving additives in regression problems ⋮ On the asymptotics of distributions of two-step statistical estimates ⋮ Consistent estimation in a linear regression problem with random errors in coefficients

Cites Work

• Asymptotically optimal estimation in a linear regression problem with random errors in coefficients
• The limiting distribution of least squares in an errors-in-variables regression model
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• Use and Abuse of Variance Models in Regression
• Regression Analysis when the Variance of the Dependent Variable is Proportional to the Square of its Expectation
• Least Squares Estimation when the Covariance Matrix and Parameter Vector are Functionally Related
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• Bayesian Analysis of Errors-in-Variables Regression Models
• Bias in Slope Estimates for the Linear Errors in Variables Model by the Variance Ratio Method
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• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
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