Asymptotic distribution of the weighted least squares estimator
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Cites work
- Adapting for heteroscedasticity in linear models
- Asymptotic properties of the maximum likelihood estimator in dichotomous logit models
- Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
- Estimating Heteroscedastic Variances in Linear Models
- Estimation for a linear regression model with unknown diagonal covariance matrix
Cited in
(31)- Normal maximum likelihood, weighted least squares, and ridge regression estimates
- scientific article; zbMATH DE number 6775495 (Why is no real title available?)
- Gaussian mixture models with concave penalized fusion
- Weak \(\sqrt n\)-consistency of the least weighted squares under heteroscedasticity
- On asymptotic distributions of several test statistics for familial relatedness in linear mixed models
- Representation of the least weighted squares
- Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
- Jackknife inference for heteroscedastic linear regression models
- Asymptotics for a weighted least squares estimator of the disease onset distribution function for a survival\,-\,sacrifice model
- Jackknifing type weighted least squares estimators in partially linear regression models.
- Inference for nested error linear regression models with unequal error variances
- Stochastic regression model with heteroscedastic disturbance
- Weighted least squares estimation in a binary random coefficient panel model with infinite variance
- Resurrecting weighted least squares
- On the asymptotic distribution of weighted least squares estimators
- Ordinary and weighted least-squares estimators
- Asymptotic properties of weighted least squares estimation in weak PARMA models
- scientific article; zbMATH DE number 4032830 (Why is no real title available?)
- Asymptotic distribution of least squares estimator and a test statistic in linear regression models
- scientific article; zbMATH DE number 4094603 (Why is no real title available?)
- Iterative weighted least-squares estimates in a heteroscedastic linear regression model
- An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models
- SOME ASYMPTOTIC PROPERTIES OF THE LEAST SQUARES ESTIMATORS OF A POLYNOMIAL REGRESSION WITH A HETEROSKEDASTIC ERROR
- Iterative weighted semiparametric least squares estimation in repeated measurement partially linear regression models
- Some conditions on the design of a regression model
- Asymptotics of S-weighted estimators
- Asymptotic distribution of least squares estimators for linear models with dependent errors: regular designs
- Asymptotic Distribution of the Hildreth-Houck Estimator
- Density weighted linear least squares
- An asymptotic theory for weighted least-squares with weights estimated by replication
- AMEMIYA'S FORM OF THE WEIGHTED LEAST SQUARES ESTIMATOR
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