✦ LIBER ✦

M-estimation for linear models with spatially-correlated errors

✍ Scribed by Hengjian Cui; Xuming He; Kai W. Ng

Book ID: 108267160
Publisher: Elsevier Science
Year: 2004
Tongue: English
Weight: 239 KB
Volume: 66
Category: Article
ISSN: 0167-7152
DOI: 10.1016/j.spl.2003.10.018

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Asymptotic efficiency of the OLSE for po

Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors

✍ 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

Bayesian robust designs for linear model

Bayesian robust designs for linear models with possible bias and correlated errors

✍ Rong-Xian Yue; Xiao-Dong Zhou 📂 Article 📅 2008 🏛 Springer 🌐 English ⚖ 497 KB

Robust estimation of generalized linear

Robust estimation of generalized linear models with measurement errors

✍ Tong Li; Cheng Hsiao 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 269 KB

M-estimators in linear models with long

M-estimators in linear models with long range dependent errors

✍ Hira L. Koul 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 801 KB

Finite sample properties of alternative

Finite sample properties of alternative GMM estimators for random effects models with spatially correlated errors

✍ Mario Larch; Janette Walde 📂 Article 📅 2008 🏛 Springer 🌐 English ⚖ 177 KB

Sampling designs for regression coeffici

Sampling designs for regression coefficient estimation with correlated errors

✍ Yingcai Su; Stamatis Cambanis 📂 Article 📅 1994 🏛 Springer Japan 🌐 English ⚖ 658 KB