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Search: subject:"Generalized least squares estimator"
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Generalized least squares estimator
4
Multicollinearity
2
Asymptotic efficiency
1
Autocorrelation
1
Autocovariance-corrected Mallows model averaging
1
Banded Cholesky factorization
1
Biased estimator
1
Covariance matrix
1
Elliptically symmetric distribution
1
Estimable parametric function
1
Estimation theory
1
Feasible generalized least squares estimator
1
Heteroscedastic model
1
Heteroscedasticity
1
High-dimensional covariance matrix
1
Kuks-Olman estimator
1
Linear affine estimation
1
Linear operator
1
Linear regression
1
Linear regression model
1
Liu estimator
1
Löwner ordering
1
Mean squared error matrix
1
Minimax estimation
1
Monte Carlo simulation
1
Orthogonal projection
1
Principal component two-parameter estimator
1
Quadratic form
1
Regression analysis
1
Regressionsanalyse
1
Relative squared error
1
Restricted generalized least squares estimator
1
Ridge estimator
1
SUR restricted ridge estimator
1
Schätztheorie
1
Statistical error
1
Statistischer Fehler
1
Time series analysis
1
Time series errors
1
Time varying models
1
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Undetermined
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7
English
1
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Alkhamisi, M.
1
Arnold, Bernhard
1
Beganu, Gabriela
1
Bibi, Abdelouahab
1
Chen, Gemai
1
Cheng, Tzu-Chang F.
1
Francq, Christian
1
Huang, Jiewu
1
Ing, Ching-Kang
1
Kurata, Hiroshi
1
Stahlecker, Peter
1
Yang, Hu
1
You, Jinhong
1
Yu, Shu-Hui
1
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Statistical Papers / Springer
4
Annals of the Institute of Statistical Mathematics
1
Journal of econometrics
1
Metrika
1
Statistical Methods and Applications
1
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RePEc
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ECONIS (ZBW)
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1
On a principal component two-parameter estimator in linear model with autocorrelated errors
Huang, Jiewu
;
Yang, Hu
- In:
Statistical Papers
56
(
2015
)
1
,
pp. 217-230
between those estimators that can be derived from the PCTP estimator such as the
generalized
least
squares
estimator
, the …
Persistent link: https://www.econbiz.de/10011151891
Saved in:
2
Toward optimal model averaging in regression models with time series errors
Cheng, Tzu-Chang F.
;
Ing, Ching-Kang
;
Yu, Shu-Hui
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 321-334
Persistent link: https://www.econbiz.de/10011504543
Saved in:
3
An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis
Arnold, Bernhard
;
Stahlecker, Peter
- In:
Metrika
74
(
2011
)
3
,
pp. 397-407
Persistent link: https://www.econbiz.de/10009324798
Saved in:
4
Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies
Alkhamisi, M.
- In:
Statistical Papers
51
(
2010
)
3
,
pp. 651-672
Persistent link: https://www.econbiz.de/10008674137
Saved in:
5
A theorem on the covariance matrix of a
generalized
least
squares
estimator
under an elliptically symmetric error
Kurata, Hiroshi
- In:
Statistical Papers
51
(
2010
)
2
,
pp. 389-395
Persistent link: https://www.econbiz.de/10008456179
Saved in:
6
Quadratic estimators of covariance components in a multivariate mixed linear model
Beganu, Gabriela
- In:
Statistical Methods and Applications
16
(
2007
)
3
,
pp. 347-356
Persistent link: https://www.econbiz.de/10005147126
Saved in:
7
An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models
Chen, Gemai
;
You, Jinhong
- In:
Statistical Papers
46
(
2005
)
2
,
pp. 173-193
Persistent link: https://www.econbiz.de/10008533893
Saved in:
8
Consistent and asymptotically normal estimators for cyclically time-dependent linear models
Bibi, Abdelouahab
;
Francq, Christian
- In:
Annals of the Institute of Statistical Mathematics
55
(
2003
)
1
,
pp. 41-68
Persistent link: https://www.econbiz.de/10005616197
Saved in:
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