CONSISTENCY OF LEAST SQUARES AND GAUSS-MARKOV ESTIMATORS IN REGRESSION MODELS

被引:8
作者
DRYGAS, H
机构
来源
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1971年 / 17卷 / 04期
关键词
D O I
10.1007/BF00536301
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:309 / &
相关论文
共 16 条
[1]  
BOSE RC, 1944, 1 P IND MATH C 3
[2]  
CRAMER H, 1957, MATHEMATICAL METHODS
[3]  
DRYGAS H, 1969, 91 STUD SYST HEID RE
[4]  
DRYGAS H, 1969, UNTERNEHMENSFORSCHUN, V13, P283
[5]   ASYMPTOTIC NORMALITY AND CONSISTENCY OF LAEAST SQUARES ESTIMATORS FOR FAMILIES OF LINAR REGRESSIONS [J].
EICKER, F .
ANNALS OF MATHEMATICAL STATISTICS, 1963, 34 (02) :447-&
[6]  
GOLDBERGER AS, 1964, ENCONOMETRIC THEORY
[7]  
KRICKEBERG K, 1963, WAHRSCHEINLICHKEITST
[8]   WHEN ARE GAUSS-MARKOV AND LEAST SQUARES ESTIMATORS IDENTICAL . A COORDINATE-FREE APPROACH [J].
KRUSKAL, W .
ANNALS OF MATHEMATICAL STATISTICS, 1968, 39 (01) :70-&
[9]  
KRUSKAL W, 1960, 4TH P BERK S MATH ST, V1, P435
[10]  
MALINVAUD E, 1964, METHODES STATISTIQUE