ASYMPTOTIC-DISTRIBUTION OF THE WEIGHTED LEAST-SQUARES ESTIMATOR

被引：17

作者：

SHAO, J ^{[1
]}

机构：

[1] PURDUE UNIV,DEPT STAT,W LAFAYETTE,IN 47907

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1989年 / 41卷 / 02期

关键词：

D O I：

10.1007/BF00049402

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：365 / 382

页数：18

共 50 条

[1] ASYMPTOTIC-DISTRIBUTION OF LEAST-SQUARES ESTIMATOR AND A TEST STATISTIC IN LINEAR-REGRESSION MODELS
SRIVASTAVA, MS
SRIVASTAVA, VK
[J]. ECONOMICS LETTERS, 1986, 21 (02) : 173 - 176
[2] ASYMPTOTIC-DISTRIBUTION FOR THE LEAST-SQUARES ESTIMATORS IN THE LINEAR-REGRESSION
BLACHER, R
[J]. COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1989, 309 (09): : 629 - 632
[3] THE DISTRIBUTION OF A PROJECTED LEAST-SQUARES ESTIMATOR
HOCKING, RR
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1965, 17 (03) : 357 - 362
[4] Universal weighted MSE improvement of the least-squares estimator
Eldar, Yonina C.
[J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2008, 56 (05) : 1788 - 1800
[5] ASYMPTOTIC-EXPANSION FOR DISTRIBUTION OF LEAST-SQUARES ESTIMATOR OF NONLINEAR-REGRESSION PARAMETER
IVANOV, AV
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 1976, 21 (03) : 557 - 570
[6] A NONLINEAR WEIGHTED LEAST-SQUARES ESTIMATOR FOR RADIOTRACKING VIA TRIANGULATION
PACE, RM
WEEKS, HP
[J]. JOURNAL OF WILDLIFE MANAGEMENT, 1990, 54 (02): : 304 - 310
[7] THE DISTRIBUTION OF A GENERALIZED LEAST-SQUARES ESTIMATOR WITH COVARIANCE ADJUSTMENT
KENWARD, MG
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1986, 20 (02) : 244 - 250
[8] OPTIMALITY OF THE LEAST-SQUARES ESTIMATOR
BERK, R
HWANG, JT
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1989, 30 (02) : 245 - 254
[9] AN ASYMPTOTIC THEORY FOR WEIGHTED LEAST-SQUARES WITH WEIGHTS ESTIMATED BY REPLICATION
CARROLL, RJ
CLINE, DBH
[J]. BIOMETRIKA, 1988, 75 (01) : 35 - 43
[10] ON THE ASYMPTOTIC BIAS OF THE ORDINARY LEAST-SQUARES ESTIMATOR OF THE TOBIT-MODEL
GREENE, WH
[J]. ECONOMETRICA, 1981, 49 (02) : 505 - 513

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