Asymptotically optimal estimation in a linear regression problem with random errors in coefficients

DOI10.1007/S11202-010-0012-9MaRDI QIDQ606000zbMATH OpenOpenAlexFDO

Authors Yuliana Yu. Linke, A. I. Sakhanenko

Publication date 15 November 2010

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

Full work available at URL https://doi.org/10.1007/s11202-010-0012-9

zbMATH Keywords

asymptotically normal estimatorerrors in independent variablestwo-step estimation

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

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Cites work

• 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 linear regression in the case of violation of some classical assumptions
• scientific article; zbMATH DE number 1183272 (Why is no real title available?)
• scientific article; zbMATH DE number 3551729 (Why is no real title available?)

Cited in

(7)

• On the asymptotic accuracy of pseudo-linear regression algorithms
• Improvement of estimators 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
• Asymptotically optimal estimation in a linear fractional regression problem with random errors in coefficients
• On the asymptotics of distributions of two-step statistical estimates
• Consistent estimation in a linear regression problem with random errors in coefficients
• Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors

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