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Asymptotic properties of local polynomial regression with missing data and correlated errors

✍ Scribed by A. Pérez-González; J. M. Vilar-Fernández; W. González-Manteiga


Publisher
Springer Japan
Year
2007
Tongue
English
Weight
373 KB
Volume
61
Category
Article
ISSN
0020-3157

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Asymptotic efficiency of the OLSE for po
✍ Dong Wan Shin; Seuck Heun Song 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 103 KB

For polynomial regression models with spatially correlated errors, the covariance matrix of the ordinary least-squares estimator (OLSE) is shown to have the same limiting value as that of the generalized least-squares estimator (GLSE) under the same normalization. This implies that the OLSE is asymp