Unbiased estimates for moments and cumulants in linear regression

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

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05)

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• Generalized calibration approach for estimating variance in survey sampling
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• More on the correct use of omnibus tests for normality
• Nonparametric estimating equations based on a penalized information criterion
• Note on the Unbiased Estimation of the Third Moment of the Residual in Regression Analysis
• On distribution of AIC in linear regression models
• On some tests of the covariance matrix under general conditions
• Portfolio selection with higher moments
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• Sufficient Dimension Reduction via Inverse Regression
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• Tests of Homogeneity for Generalized Linear Models
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• Unbiased estimation of fourth-order matrix moments
• Use of non-normality in structural equation modeling: Application to direction of causation
• Variations in polymer fitness at elevated mutation rates

Cited in

(15)

• Estimation in additive models and ANOVA-like applications
• Linear unbiased estimation for regression models with stationary noise
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• Regressor and disturbance have moments of all orders, least squares estimator has none
• Title not available (Why is no real title available?)
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• 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 no real title available?)
• 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

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