Regression with strongly correlated data

DOI10.1016/j.jmva.2008.02.008zbMath1149.62057arXivmath/0702843WikidataQ58315145 ScholiaQ58315145MaRDI QIDQ953868

John M. Finn, Christopher S. Jones, Nicolas W. Hengartner

Publication date: 6 November 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0702843

zbMATH Keywords

least squares; infill asymptotics; regression; highly correlated errors; Peelle's pertinent puzzle

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62P35: Applications of statistics to physics

Related Items

Defense of the least squares solution to Peelle's pertinent puzzle, Alternatives to the least squares solution to Peelle's pertinent puzzle

Cites Work

• Fixed-Domain Asymptotics for Spatial Periodograms
• Design and analysis of computer experiments when the output is highly correlated over the input space
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• Combining Probability Distributions from Dependent Information Sources
• Analysing Data from Hormone-Receptor Assays
• How Many Forecasters Do You Really Have? Mahalanobis Provides the Intuition for the Surprising Clemen and Winkler Result
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