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Multivariate regression with consecutively added dependent variables

โœ Scribed by V.M. Raats; B.B. van der Genugten; J.J.A. Moors


Book ID
104036394
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
268 KB
Volume
410
Category
Article
ISSN
0024-3795

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It is well known that the ordinary least-squares estimates (OLSE) of autoregressive models are biased in small sample. In this paper, an attempt is made to obtain the unbiased estimates in the sense of median or mean. Using Monte Carlo simulation techniques, we extend the median-unbiased estimator p