EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"optimal weighted least squares"
Narrow search

Narrow search

Year of publication
Subject
All
moving average process 4 nonparametric regression 4 optimal weighted least squares 4 Test of linearity 3 asymptotic relative efficiency 3 Asymptotic relative efficiency 1 Estimation theory 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Regression analysis 1 Regressionsanalyse 1 Schätztheorie 1 test of linearity 1
more ... less ...
Online availability
All
Free 3 Undetermined 1
Type of publication
All
Book / Working Paper 3 Article 1
Type of publication (narrower categories)
All
Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
All
English 2 Undetermined 2
Author
All
Biedermann, Stefanie 4 Dette, Holger 4
Institution
All
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1
Published in...
All
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 Technical Report 1 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1
Source
All
RePEc 2 ECONIS (ZBW) 1 EconStor 1
Showing 1 - 4 of 4
Cover Image
Testing linearity of regression models with dependent errors by kernel based methods
Biedermann, Stefanie; Dette, Holger - 2000
In a recent paper Gonzalez Manteiga and Vilar Fernandez (1995) considered the problem of testing linearity of a regression under MA structure of the errors using a weighted L1-distance between a parametric and a nonparametric fit. They established asymptotic normality of the corresponding test...
Persistent link: https://www.econbiz.de/10010316646
Saved in:
Cover Image
Testing linearity of regression models with dependent errors by kernel based methods
Biedermann, Stefanie; Dette, Holger - Institut für Wirtschafts- und Sozialstatistik, … - 2000
In a recent paper Gonzalez Manteiga and Vilar Fernandez (1995) considered the problem of testing linearity of a regression under MA structure of the errors using a weighted L1-distance between a parametric and a nonparametric fit. They established asymptotic normality of the corresponding test...
Persistent link: https://www.econbiz.de/10010955440
Saved in:
Cover Image
Testing linearity of regression models with dependent errors by kernel based methods
Biedermann, Stefanie; Dette, Holger - 2000
In a recent paper Gonzalez Manteiga and Vilar Fernandez (1995) considered the problem of testing linearity of a regression under MA structure of the errors using a weighted L1-distance between a parametric and a nonparametric fit. They established asymptotic normality of the corresponding test...
Persistent link: https://www.econbiz.de/10009783008
Saved in:
Cover Image
Testing linearity of regression models with dependent errors by kernel based methods
Biedermann, Stefanie; Dette, Holger - In: TEST: An Official Journal of the Spanish Society of … 9 (2000) 2, pp. 417-438
Persistent link: https://www.econbiz.de/10005759557
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...