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

DOI10.1134/S0037446606010125MaRDI QIDQ536635zbMATH OpenFDO

Authors A. I. Sakhanenko, Yuliana Yu. Linke

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)

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Cites work

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• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
• Applied regression analysis bibliography update
• Applied regression analysis bibliography update 1994-97
• Asymptotically normal estimation in the linear-fractional regression problem with random errors in coefficients
• 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
• Asymptotically optimal estimation in linear regression in the case of violation of some classical assumptions
• Bayesian Analysis of Errors-in-Variables Regression Models
• Bias in Slope Estimates for the Linear Errors in Variables Model by the Variance Ratio Method
• Least Squares Estimation when the Covariance Matrix and Parameter Vector are Functionally Related
• Measurement error models.
• Regression Analysis when the Variance of the Dependent Variable is Proportional to the Square of its Expectation
• Robust estimation in heteroscedastic linear models
• The limiting distribution of least squares in an errors-in-variables regression model
• Use and Abuse of Variance Models in Regression

Cited in

(10)

• 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
• On improvement of statistical estimators in a power regression problem
• 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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