ORDINARY LEAST-SQUARES ESTIMATION OF THE FUNCTIONAL ERRORS-IN-VARIABLES MODEL WITH TRENDED DATA - SOME MONTE-CARLO EVIDENCE

被引：0

|

作者：

KRAMER, W

机构：

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1984年 / 13卷 / 05期

关键词：

D O I：

10.1080/03610918408812403

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

收藏

页码：655 / 665

页数：11

相关论文

共 50 条

[31] A least-squares Monte Carlo approach to the estimation of enterprise risk
Hongjun Ha
Daniel Bauer
[J]. Finance and Stochastics, 2022, 26 : 417 - 459
[32] A least-squares Monte Carlo approach to the estimation of enterprise risk
Ha, Hongjun
Bauer, Daniel
[J]. FINANCE AND STOCHASTICS, 2022, 26 (03) : 417 - 459
[33] ERRORS IN VARIABLES - CONSISTENT ADJUSTED LEAST-SQUARES (CALS) ESTIMATION
KAPTEYN, A
WANSBEEK, T
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1984, 13 (15) : 1811 - 1837
[34] SEARCH PROCEDURE FOR LEAST-SQUARES CES ESTIMATES - MONTE-CARLO STUDY
CORBO, V
[J]. SOUTHERN ECONOMIC JOURNAL, 1977, 43 (04) : 1466 - 1477
[35] A Newton algorithm for weighted total least-squares solution to a specific errors-in-variables model with correlated measurements
Yongjun Zhou
Xinjian Kou
Jianjun Zhu
Jonathan Li
[J]. Studia Geophysica et Geodaetica, 2014, 58 : 349 - 375
[36] A Newton algorithm for weighted total least-squares solution to a specific errors-in-variables model with correlated measurements
Zhou, Yongjun
Kou, Xinjian
Zhu, Jianjun
Li, Jonathan
[J]. STUDIA GEOPHYSICA ET GEODAETICA, 2014, 58 (03) : 349 - 375
[37] ORDINARY LEAST-SQUARES AND SAMPLE-SELECTION MODELS OF HEALTH-CARE DEMAND - MONTE-CARLO COMPARISON
HAY, JW
LEU, R
ROHRER, P
[J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 1987, 5 (04) : 499 - 506
[38] 2-STAGE LEAST-SQUARES ESTIMATION IN THE SIMULTANEOUS EQUATION MODEL WITH ERRORS IN THE VARIABLES
KETELLAPPER, RH
[J]. REVIEW OF ECONOMICS AND STATISTICS, 1982, 64 (04) : 696 - 701
[39] Alternative formulae for robust Weighted Total Least-Squares solutions for Errors-In-Variables models
Lv, Zhipeng
Sui, Lifen
[J]. STUDIA GEOPHYSICA ET GEODAETICA, 2021, 65 (02) : 105 - 127
[40] Alternative formulae for robust Weighted Total Least-Squares solutions for Errors-In-Variables models
Zhipeng Lv
Lifen Sui
[J]. Studia Geophysica et Geodaetica, 2021, 65 : 105 - 127

← 1 2 3 4 5 →