Iterative weighted least squares estimators

DOI10.1214/aos/1176349165zbMath0778.62058OpenAlexW2021937430MaRDI QIDQ688406

Jiahua Chen, Jun Shao

Publication date: 2 December 1993

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349165

zbMATH Keywords

asymptotic normalityefficiencyadaptive estimatormodel fittingcombining groupsheteroscedastic linear modeliterative weighted least squares estimatorswithin-group residuals

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (5)

Least squares estimation of regression parameters in mixed effects models with unmeasured covariates ⋮ Iterative weighted semiparametric least squares estimation in repeated measurement partially linear regression models ⋮ Local polynomial expectile regression ⋮ Iterative weighted least-squares estimates in a heteroscedastic linear regression model ⋮ Jackknifing type weighted least squares estimators in partially linear regression models.

This page was built for publication: Iterative weighted least squares estimators