GENERALIZED AND ORDINARY LEAST-SQUARES WITH ESTIMATED AND UNEQUAL VARIANCES

被引：4

作者：

NOZARI, A

机构：

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1984年 / 13卷 / 04期

关键词：

D O I：

10.1080/03610918408812394

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：521 / 537

页数：17

共 20 条

[1]

[Anonymous], 1981, THEORY LINEAR MODELS

[2] VARIANCE OF WEIGHTED REGRESSION ESTIMATORS WHEN SAMPLING ERRORS ARE INDEPENDENT AND HETEROSCEDASTIC [J].

BEMENT, TR ;

WILLIAMS, JS .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1969, 64 (328) :1369-&

[3]

Frauchiger D., 2013, PRINCIPLES DISCRETE

[4]

HINES WW, 1980, PROBABILITY STATISTI

[5] COMPARISON OF ESTIMATORS OF HETEROSCEDASTIC VARIANCES IN LINEAR-MODELS [J].

HORN, SD ;

HORN, RA .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1975, 70 (352) :872-879

[6] ESTIMATING HETEROSCEDASTIC VARIANCES IN LINEAR-MODELS [J].

HORN, SD ;

HORN, RA ;

DUNCAN, DB .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1975, 70 (350) :380-385

[7] SMALL-SAMPLE BEHAVIOR OF WEIGHTED LEAST-SQUARES IN EXPERIMENTAL-DESIGN APPLICATIONS [J].

KLEIJNEN, J ;

BRENT, R ;

BROUWERS, R .

COMMUNICATIONS IN STATISTICS PART B-SIMULATION AND COMPUTATION, 1981, 10 (03) :303-313

[8] REGRESSION-ANALYSIS FOR SIMULATION PRACTITIONERS [J].

KLEIJNEN, JPC .

JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 1981, 32 (01) :35-43

[9]

MALLELA P, 1972, J AM STAT ASSOC, V67, P486

[10]

NOZARI A, 1982, THESIS PENNSYLVANIA

← 1 2 →