IMPROVED ESTIMATION OF THE DISTURBANCE VARIANCE IN A LINEAR-REGRESSION MODEL

被引：24

|

作者：

GELFAND, AE

DEY, DK

机构：

来源：

JOURNAL OF ECONOMETRICS | 1988年 / 39卷 / 03期

关键词：

D O I：

10.1016/0304-4076(88)90065-6

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：387 / 395

页数：9

相关论文

共 50 条

[1] THE RELATIONSHIP BETWEEN THE IMPROVEMENT ON THE POINT ESTIMATION AND THE IMPROVEMENT ON THE INTERVAL ESTIMATION FOR THE DISTURBANCE VARIANCE IN A LINEAR-REGRESSION MODEL
NAGATA, Y
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1995, 24 (07) : 1687 - 1704
[2] A SIMULATION STUDY OF BIAS IN ESTIMATION OF VARIANCE BY BOOTSTRAP LINEAR-REGRESSION MODEL
ALKUZWENY, BMD
ANDERSON, DA
[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 1988, 17 (03) : 871 - 886
[3] MINIMUM VARIANCE UNBIASED ESTIMATION IN A MULTIVARIATE LINEAR-REGRESSION
SCHWARZ, CJ
SAMANTA, M
[J]. SOUTH AFRICAN STATISTICAL JOURNAL, 1989, 23 (01) : 143 - 155
[4] ESTIMATION IN DYNAMIC LINEAR-REGRESSION MODELS WITH INFINITE VARIANCE ERRORS
KNIGHT, K
[J]. ECONOMETRIC THEORY, 1993, 9 (04) : 570 - 588
[5] ON ESTIMATION OF LINEAR FUNCTIONS OF PARAMETERS OF A LINEAR-REGRESSION MODEL
ALI, MA
[J]. SANKHYA-SERIES B-APPLIED AND INTERDISCIPLINARY STATISTICS, 1991, 53 : 64 - 73
[6] ESTIMATION OF A CONDITIONAL MEAN IN A LINEAR-REGRESSION MODEL
BHOJ, DS
AHSANULLAH, M
[J]. BIOMETRICAL JOURNAL, 1993, 35 (07) : 791 - 799
[7] MINIMUM DISTANCE ESTIMATION IN A LINEAR-REGRESSION MODEL
KOUL, H
DEWET, T
[J]. ANNALS OF STATISTICS, 1983, 11 (03): : 921 - 932
[8] INADMISSIBILITY OF THE ITERATIVE STEIN-RULE ESTIMATOR OF THE DISTURBANCE VARIANCE IN A LINEAR-REGRESSION
OHTANI, K
[J]. ECONOMICS LETTERS, 1987, 24 (01) : 51 - 55
[9] ESTIMATION OF BIAS IN CLASSICAL LINEAR-REGRESSION SLOPE WHEN APPROPRIATE MODEL IS FUNCTIONAL LINEAR-REGRESSION
REED, AH
[J]. BIOMETRICS, 1974, 30 (02) : 384 - 384
[10] ESTIMATION OF BIAS IN CLASSICAL LINEAR-REGRESSION SLOPE WHEN PROPER MODEL IS FUNCTIONAL LINEAR-REGRESSION
REED, AH
WU, GT
[J]. COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1977, 6 (05): : 405 - 416

← 1 2 3 4 5 →