Estimates and Their Sampling Variance of Parameters of Certain Heteroscedastic Distributions

DOI10.2307/1401241zbMath0044.14402OpenAlexW4233077495MaRDI QIDQ5807230

Henri Theil

Publication date: 1951

Published in: Revue de l'Institut International de Statistique / Review of the International Statistical Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1401241

zbMATH Keywords

statistics

Related Items (5)

Nonlinear least squares and maximum likelihood estimation of a heteroscedastic regression model ⋮ ON THE CONSTRUCTION OF BOUNDS CONFIDENCE REGIONS ⋮ Some recent and new results on the maximum entropy distribution ⋮ A comparison of the power of some tests for heteroskedasticity in the general linear model ⋮ A general analysis of bias in the estimated standard errors of least squares coefficients

This page was built for publication: Estimates and Their Sampling Variance of Parameters of Certain Heteroscedastic Distributions