COMPARISON OF ESTIMATORS OF HETEROSCEDASTIC VARIANCES IN LINEAR-MODELS

被引：26

作者：

HORN, SD

HORN, RA

机构：

[1] JOHNS HOPKINS UNIV,SCH HYG & PUBL HLTH,DEPT HLTH CARE ORG,BALTIMORE,MD 21218

[2] JOHNS HOPKINS UNIV,DEPT MATH SCI,BALTIMORE,MD 21218

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1975年 / 70卷 / 352期

关键词：

D O I：

10.2307/2285450

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：872 / 879

页数：8

共 9 条

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

HORN, SD ;

HORN, RA ;

DUNCAN, DB .

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

[4]

HORN SD, 1973, 172 JOHNS HOPK U DEP

[5]

Isserlis L, 1918, BIOMETRIKA, V12, P134, DOI 10.2307/2331932

[6]

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

[7] ESTIMATION OF HETEROSCEDASTIC VARIANCES IN LINEAR MODELS [J].

RAO, CR .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1970, 65 (329) :161-172

[8] COMBINING INDEPENDENT ESTIMATORS AND ESTIMATION IN LINEAR REGRESSION WITH UNEQUAL VARIANCES [J].

RAO, JNK ;

SUBRAHMA.K .

BIOMETRICS, 1971, 27 (04) :971-&

[9]

SEELY J, NOTE MINQUES QUADRAT

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