Unbiased estimates for moments and cumulants in linear regression
From MaRDI portal
Publication:719484
DOI10.1016/J.JSPI.2011.06.005zbMATH Open1235.62084OpenAlexW1968376015MaRDI QIDQ719484FDOQ719484
Authors: Christopher S. Withers, Saralees Nadarajah 
Publication date: 10 October 2011
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2011.06.005
Recommendations
- Unbiased estimates for linear regression with roundoff error
- Comments on ``Unbiased estimates for moments and cumulants in linear regression
- Unbiased estimates for a lognormal regression problem and a nonparametric alternative
- Nonlinear unbiased estimation in the linear regression model with nonnormal disturbances
- Regressor and disturbance have moments of all orders, least squares estimator has none
Cites Work
- Title not available (Why is that?)
- On some tests of the covariance matrix under general conditions
- Sufficient Dimension Reduction via Inverse Regression
- Distribution theory for unit root tests with conditional heteroskedasticity
- Stochastic growth models and their econometric implications
- Higher moment estimators for linear regression models with errors in the variables
- TWO-STEP GMM ESTIMATION OF THE ERRORS-IN-VARIABLES MODEL USING HIGH-ORDER MOMENTS
- Generalized calibration approach for estimating variance in survey sampling
- A bootstrap approach to test the conditional symmetry in time series models
- Portfolio selection with higher moments
- Bias reduction by taylor series∗
- Tests of Homogeneity for Generalized Linear Models
- On distribution of AIC in linear regression models
- Nonparametric estimating equations based on a penalized information criterion
- Use of non-normality in structural equation modeling: Application to direction of causation
- Biased Bootstrap Methods for Reducing the Effects of Contamination
- Unbiased estimation of fourth-order matrix moments
- Unbiased Adaptive Estimations of the Fourth-Order Cumulant for Real Random Zero-Mean Signal
- More on the correct use of omnibus tests for normality
- Bias and mean squared error of the slope estimator in a regression with not necessarily normal errors in both variables
- Variations in polymer fitness at elevated mutation rates
- Title not available (Why is that?)
- Note on the Unbiased Estimation of the Third Moment of the Residual in Regression Analysis
Cited In (15)
- Estimation in additive models and ANOVA-like applications
- Linear unbiased estimation for regression models with stationary noise
- Unbiased estimates for a lognormal regression problem and a nonparametric alternative
- Unbiased estimates for linear regression with roundoff error
- Regressor and disturbance have moments of all orders, least squares estimator has none
- Title not available (Why is that?)
- Title not available (Why is that?)
- Linear unbiased approximators of the disturbances in the standard linear model
- A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model
- A general structure for the unbiased estimate of the parameter's estimable function in linear regression
- Title not available (Why is that?)
- On the calculation of cumulants of estimators arising from a linear time series regression model
- k-statistics and dispersion effects in regression
- A unified method to calculate the moments of the least squares estimators in nonlinear regression
- Comments on ``Unbiased estimates for moments and cumulants in linear regression
This page was built for publication: Unbiased estimates for moments and cumulants in linear regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q719484)
