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ESTIMATING LINEAR STATISTICAL RELATIONSHIPS

被引：144
作者：
ANDERSON, TW [1 ]
机构：
[1] STANFORD UNIV, INST MATH STUDIES SOCIAL SCI, STANFORD, CA 94305 USA
来源：
ANNALS OF STATISTICS | 1984年 / 12卷 / 01期
关键词：
D O I：
10.1214/aos/1176346390
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 [统计学]; 070103 [概率论与数理统计]; 0714 [统计学];
摘要：
引用
收藏
页码：1 / 45
页数：45
相关论文
共 123 条
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[2]
AMEMIYA Y, 1984, UNPUB ANN STATIST, V12
[3]
ASYMPTOTICALLY EFFICIENT ESTIMATION OF COVARIANCE MATRICES WITH LINEAR STRUCTURE [J].
ANDERSON, TW .
ANNALS OF STATISTICS, 1973, 1 (01) :135-141
[4]
DISTRIBUTIONS OF ESTIMATES OF COEFFICIENTS OF A SINGLE EQUATION IN A SIMULTANEOUS SYSTEM AND THEIR ASYMPTOTIC EXPANSIONS [J].
ANDERSON, TW ;
SAWA, T .
ECONOMETRICA, 1973, 41 (04) :683-714
[5]
ESTIMATION OF THE PARAMETERS OF A SINGLE EQUATION IN A COMPLETE SYSTEM OF STOCHASTIC EQUATIONS [J].
ANDERSON, TW ;
RUBIN, H .
ANNALS OF MATHEMATICAL STATISTICS, 1949, 20 (01) :46-63
[6]
EVALUATION OF THE DISTRIBUTION FUNCTION OF THE 2-STAGE LEAST-SQUARES ESTIMATE [J].
ANDERSON, TW ;
SAWA, T .
ECONOMETRICA, 1979, 47 (01) :163-182
[7]
EVALUATION OF THE DISTRIBUTION FUNCTION OF THE LIMITED INFORMATION MAXIMUM-LIKELIHOOD ESTIMATOR [J].
ANDERSON, TW ;
KUNITOMO, N ;
SAWA, T .
ECONOMETRICA, 1982, 50 (04) :1009-1027
[8]
ESTIMATING LINEAR RESTRICTIONS ON REGRESSION COEFFICIENTS FOR MULTIVARIATE NORMAL DISTRIBUTIONS [J].
ANDERSON, TW .
ANNALS OF MATHEMATICAL STATISTICS, 1951, 22 (03) :327-351
[9]
ANDERSON TW, 1982, J ROY STAT SOC B MET, V44, P52
[10]
ASYMPTOTIC EXPANSION OF DISTRIBUTION OF LIMITED INFORMATION MAXIMUM LIKELIHOOD ESTIMATE OF A COEFFICIENT IN A SIMULTANEOUS EQUATION SYSTEM [J].
ANDERSON, TW .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1974, 69 (346) :565-573
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