Pages that link to "Item:Q1250670"
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The following pages link to Estimation for a linear regression model with unknown diagonal covariance matrix (Q1250670):
Displayed 31 items.
- Asymptotic distribution of the weighted least squares estimator (Q583756) (← links)
- Designs for weighted least squares regression, with estimated weights (Q746287) (← links)
- An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models (Q816533) (← links)
- Asymptotic theory in heteroscedastic nonlinear models (Q915310) (← links)
- Robust estimation in certain heteroscedastic linear models when there are many parameters (Q1052779) (← links)
- Asymptotic theory in generalized linear models with nuisance scale parameters (Q1187099) (← links)
- Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity (Q1341188) (← links)
- Inference for nested error linear regression models with unequal error variances (Q1580000) (← links)
- Semiparametric efficient estimators in heteroscedastic error models (Q1733112) (← links)
- A generalized partially linear framework for variance functions (Q1786908) (← links)
- Asymptotics and bootstrap for inverse Gaussian regression (Q1817409) (← links)
- Iterative weighted least-squares estimates in a heteroscedastic linear regression model (Q1869073) (← links)
- Jackknifing type weighted least squares estimators in partially linear regression models. (Q1871309) (← links)
- Two-stage generalized moment method with applications to regressions with heteroscedasticity of unknown form (Q1918144) (← links)
- Conservative confidence ellipsoids for linear model parameters (Q2439209) (← links)
- Iterative weighted semiparametric least squares estimation in repeated measurement partially linear regression models (Q2508009) (← links)
- On mean estimation for heteroscedastic random variables (Q2686600) (← links)
- Inference under Heteroscedasticity of Unknown Form Using an Adaptive Estimator (Q2892643) (← links)
- Some conditions on the design of a regression model (Q3135625) (← links)
- Una aplicacion de la estimacion no parametrica al modelo lineal general con varianza no homogenea (Q3357352) (← links)
- Estimation of the Variance Function in Heteroscedastic Linear Regression Models (Q3631435) (← links)
- Estimation in one–way classification with heteroscedastic error (Q3798080) (← links)
- Iterated weighted least squares in heteroscedastic lineaipmod%81è (Q3989500) (← links)
- Asymptotic improvement of the graybill-deal estimator (Q4237868) (← links)
- Jackknife inference for heteroscedastic linear regression models (Q4280407) (← links)
- Asymptotic results for inadequate nonlinear models with heteroscedastic variances (Q4366343) (← links)
- Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence (Q5193292) (← links)
- Ordinary and weighted least-squares estimators (Q5203517) (← links)
- Efficient Estimation and Robust Inference of Linear Regression Models in the Presence of Heteroscedastic Errors and High Leverage Points (Q5299959) (← links)
- Performance of Kibria's Method for the Heteroscedastic Ridge Regression Model: Some Monte Carlo Evidence (Q5415878) (← links)
- An adaptive weighted least squares ratio approach for estimation of heteroscedastic linear regression model in the presence of outliers (Q6172597) (← links)